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 | 7.36% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 395'657 | 395'657 | 51'790 CHF | 55'747 CHF | 99.39% | 99.39% |
12.07.2024 | 6.87% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 372'753 | 372'753 | 52'439 CHF | 56'167 CHF | 99.06% | 99.06% |
11.07.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 317'773 | 317'770 | 51'531 CHF | 54'708 CHF | 89.64% | 89.64% |
10.07.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 297'820 | 297'820 | 51'537 CHF | 54'515 CHF | 95.50% | 95.50% |
09.07.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'680 | 297'680 | 53'884 CHF | 56'861 CHF | 99.05% | 99.05% |
08.07.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'672 CHF | 56'672 CHF | 99.23% | 99.23% |
05.07.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 52'408 CHF | 55'408 CHF | 99.39% | 99.39% |
04.07.2024 | 5.48% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'260 CHF | 56'260 CHF | 99.39% | 99.39% |
03.07.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'425 CHF | 56'425 CHF | 98.63% | 98.63% |
02.07.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'983 | 298'983 | 52'321 CHF | 55'310 CHF | 99.06% | 99.06% |