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 | 5.46% | 0.19 CHF | 0.20 CHF | 828'000 | 828'000 | 351'471 | 351'471 | 63'912 CHF | 67'432 CHF | 99.38% | 99.38% |
12.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 725'600 | 725'600 | 312'676 | 312'676 | 61'899 CHF | 65'032 CHF | 100.00% | 100.00% |
11.07.2024 | 5.64% | 0.20 CHF | 0.21 CHF | 915'700 | 915'700 | 376'955 | 376'955 | 68'664 CHF | 72'452 CHF | 100.00% | 100.00% |
10.07.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 725'500 | 725'500 | 307'934 | 307'934 | 59'913 CHF | 62'998 CHF | 100.00% | 100.00% |
09.07.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 713'500 | 713'500 | 304'871 | 304'871 | 60'349 CHF | 63'404 CHF | 99.95% | 99.95% |
08.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 752'000 | 752'000 | 317'940 | 317'940 | 64'697 CHF | 67'881 CHF | 99.86% | 99.86% |
05.07.2024 | 5.39% | 0.21 CHF | 0.22 CHF | 902'200 | 902'200 | 371'492 | 371'492 | 71'221 CHF | 74'944 CHF | 99.66% | 99.66% |
04.07.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 260'100 | 260'100 | 236'810 | 236'810 | 42'396 CHF | 44'765 CHF | 98.99% | 98.99% |
03.07.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 733'400 | 733'400 | 316'677 | 316'677 | 64'130 CHF | 67'302 CHF | 100.00% | 100.00% |
02.07.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 733'000 | 733'000 | 308'930 | 308'930 | 68'009 CHF | 71'103 CHF | 98.82% | 98.82% |