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 | 4.76% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 253'099 | 253'099 | 52'067 CHF | 54'598 CHF | 98.49% | 98.49% |
12.07.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 273'762 | 273'761 | 52'131 CHF | 54'869 CHF | 98.86% | 98.86% |
11.07.2024 | 5.59% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 296'311 | 296'311 | 51'589 CHF | 54'552 CHF | 90.68% | 90.68% |
10.07.2024 | 5.41% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'931 CHF | 56'931 CHF | 95.06% | 95.06% |
09.07.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'848 | 301'848 | 51'424 CHF | 54'443 CHF | 98.67% | 98.67% |
08.07.2024 | 5.15% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 275'264 | 275'264 | 52'126 CHF | 54'878 CHF | 98.59% | 98.59% |
05.07.2024 | 5.81% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 309'947 | 309'947 | 51'840 CHF | 54'940 CHF | 99.17% | 99.17% |
04.07.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 301'985 | 301'985 | 52'277 CHF | 55'297 CHF | 99.18% | 99.18% |
03.07.2024 | 4.55% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 251'306 | 251'306 | 53'981 CHF | 56'494 CHF | 98.46% | 98.46% |
02.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 223'628 | 223'628 | 53'677 CHF | 55'914 CHF | 98.84% | 98.84% |