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 | 6.35% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 344'810 | 344'810 | 52'578 CHF | 56'026 CHF | 99.04% | 99.04% |
12.07.2024 | 5.43% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 297'811 | 297'811 | 53'349 CHF | 56'327 CHF | 98.82% | 98.82% |
11.07.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 297'890 | 297'890 | 53'945 CHF | 56'924 CHF | 95.45% | 95.45% |
10.07.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'547 | 299'547 | 53'935 CHF | 56'930 CHF | 95.13% | 95.13% |
09.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 267'015 | 267'015 | 51'496 CHF | 54'166 CHF | 98.65% | 98.65% |
08.07.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'525 | 250'525 | 51'500 CHF | 54'005 CHF | 98.57% | 98.57% |
05.07.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 53'649 CHF | 55'899 CHF | 99.18% | 99.18% |
04.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 219'941 | 219'941 | 53'216 CHF | 55'415 CHF | 99.18% | 99.18% |
03.07.2024 | 4.60% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 247'616 | 247'616 | 52'596 CHF | 55'072 CHF | 98.44% | 98.44% |
02.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 237'977 | 237'977 | 52'369 CHF | 54'749 CHF | 98.79% | 98.79% |