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 | 8.03% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 425'166 | 425'166 | 50'859 CHF | 55'111 CHF | 99.05% | 99.05% |
12.07.2024 | 5.63% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 309'721 | 309'721 | 53'540 CHF | 56'637 CHF | 98.84% | 98.84% |
11.07.2024 | 6.84% | 0.16 CHF | 0.17 CHF | 375'000 | 375'000 | 373'608 | 373'608 | 52'799 CHF | 56'535 CHF | 90.02% | 90.02% |
10.07.2024 | 6.05% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 324'537 | 324'537 | 51'978 CHF | 55'223 CHF | 95.13% | 95.13% |
09.07.2024 | 6.03% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 324'310 | 324'310 | 52'186 CHF | 55'429 CHF | 98.62% | 98.62% |
08.07.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 353'805 | 353'805 | 52'298 CHF | 55'836 CHF | 98.56% | 98.56% |
05.07.2024 | 4.67% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 258'655 | 258'655 | 54'235 CHF | 56'821 CHF | 99.18% | 99.18% |
04.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'205 | 249'205 | 54'912 CHF | 57'404 CHF | 99.18% | 99.18% |
03.07.2024 | 4.41% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 244'651 | 244'650 | 54'215 CHF | 56'661 CHF | 98.44% | 98.44% |
02.07.2024 | 4.18% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 230'387 | 230'387 | 53'925 CHF | 56'229 CHF | 98.78% | 98.78% |