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 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'531 | 300'531 | 51'090 CHF | 54'096 CHF | 99.39% | 99.39% |
12.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'521 | 324'521 | 51'923 CHF | 55'169 CHF | 99.06% | 99.06% |
11.07.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'571 | 300'571 | 50'984 CHF | 53'990 CHF | 97.88% | 97.88% |
10.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 50'982 CHF | 53'982 CHF | 95.47% | 95.47% |
09.07.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 306'335 | 306'335 | 51'277 CHF | 54'341 CHF | 99.06% | 99.06% |
08.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 325'430 | 325'430 | 52'069 CHF | 55'323 CHF | 99.24% | 99.24% |
05.07.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 348'950 | 348'950 | 52'635 CHF | 56'125 CHF | 99.39% | 99.39% |
04.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 56'000 CHF | 99.39% | 99.39% |
03.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'685 | 349'685 | 52'453 CHF | 55'950 CHF | 98.61% | 98.61% |
02.07.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 321'419 | 321'419 | 51'888 CHF | 55'102 CHF | 99.04% | 99.04% |