Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 229'976 | 229'976 | 52'772 CHF | 55'071 CHF | 99.39% | 99.39% |
12.07.2024 | 4.56% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 246'695 | 246'695 | 52'869 CHF | 55'336 CHF | 99.07% | 99.07% |
11.07.2024 | 5.26% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 286'183 | 286'183 | 52'937 CHF | 55'798 CHF | 96.16% | 96.16% |
10.07.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 303'431 | 303'431 | 52'009 CHF | 55'044 CHF | 95.48% | 95.48% |
09.07.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 309'101 | 309'101 | 51'397 CHF | 54'488 CHF | 99.03% | 99.03% |
08.07.2024 | 5.59% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'738 | 299'738 | 52'149 CHF | 55'146 CHF | 99.24% | 99.24% |
05.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 282'087 | 282'087 | 52'797 CHF | 55'618 CHF | 99.39% | 99.39% |
04.07.2024 | 5.32% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'584 | 292'584 | 53'530 CHF | 56'456 CHF | 99.39% | 99.39% |
03.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 277'380 | 277'380 | 52'344 CHF | 55'118 CHF | 98.64% | 98.64% |
02.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 269'188 | 269'189 | 51'622 CHF | 54'314 CHF | 99.06% | 99.06% |