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 | 8.02% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 426'345 | 426'346 | 51'004 CHF | 55'267 CHF | 99.05% | 99.05% |
12.07.2024 | 6.53% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 354'515 | 354'515 | 52'553 CHF | 56'098 CHF | 98.64% | 98.64% |
11.07.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 398'882 | 398'882 | 52'257 CHF | 56'246 CHF | 97.90% | 97.90% |
10.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'784 | 373'784 | 52'675 CHF | 56'413 CHF | 95.14% | 95.14% |
09.07.2024 | 6.86% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 372'984 | 372'984 | 52'471 CHF | 56'200 CHF | 98.61% | 98.61% |
08.07.2024 | 7.05% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 382'304 | 382'304 | 52'363 CHF | 56'186 CHF | 98.56% | 98.56% |
05.07.2024 | 5.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 311'926 | 311'925 | 51'407 CHF | 54'526 CHF | 99.18% | 99.18% |
04.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'058 CHF | 54'058 CHF | 99.17% | 99.17% |
03.07.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'321 CHF | 54'321 CHF | 98.46% | 98.46% |
02.07.2024 | 5.47% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'004 | 300'004 | 53'371 CHF | 56'371 CHF | 98.82% | 98.82% |