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 | 4.94% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'223 | 257'223 | 50'755 CHF | 53'327 CHF | 99.39% | 99.39% |
12.07.2024 | 5.25% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 283'575 | 283'575 | 52'588 CHF | 55'423 CHF | 99.08% | 99.08% |
11.07.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 301'823 | 301'824 | 51'249 CHF | 54'267 CHF | 98.59% | 98.59% |
10.07.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 329'082 | 329'082 | 51'982 CHF | 55'272 CHF | 95.46% | 95.46% |
09.07.2024 | 5.41% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 291'170 | 291'170 | 52'331 CHF | 55'243 CHF | 99.05% | 99.05% |
08.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'563 | 300'563 | 52'117 CHF | 55'123 CHF | 99.23% | 99.23% |
05.07.2024 | 5.44% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 296'115 | 296'115 | 53'008 CHF | 55'970 CHF | 99.39% | 99.39% |
04.07.2024 | 5.90% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 313'159 | 313'159 | 51'532 CHF | 54'664 CHF | 99.39% | 99.39% |
03.07.2024 | 6.63% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 359'466 | 359'466 | 52'407 CHF | 56'002 CHF | 98.61% | 98.61% |
02.07.2024 | 7.68% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 409'449 | 409'450 | 51'340 CHF | 55'435 CHF | 99.06% | 99.06% |