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 | 4.94% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 261'168 | 261'168 | 51'535 CHF | 54'146 CHF | 99.39% | 99.39% |
12.07.2024 | 5.02% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 264'173 | 264'174 | 51'280 CHF | 53'922 CHF | 99.06% | 99.06% |
11.07.2024 | 5.60% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'152 CHF | 55'152 CHF | 92.69% | 92.69% |
10.07.2024 | 6.10% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 328'145 | 328'145 | 52'190 CHF | 55'471 CHF | 95.44% | 95.44% |
09.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 331'310 | 331'310 | 51'910 CHF | 55'223 CHF | 99.05% | 99.05% |
08.07.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 302'733 | 302'733 | 51'306 CHF | 54'334 CHF | 99.24% | 99.24% |
05.07.2024 | 5.78% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 308'215 | 308'215 | 51'796 CHF | 54'878 CHF | 99.39% | 99.39% |
04.07.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 303'775 | 303'775 | 51'155 CHF | 54'193 CHF | 99.38% | 99.38% |
03.07.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 356'256 | 356'256 | 52'539 CHF | 56'101 CHF | 98.62% | 98.62% |
02.07.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 371'185 | 371'185 | 52'438 CHF | 56'150 CHF | 99.05% | 99.05% |