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 | 5.48% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'379 | 297'380 | 52'842 CHF | 55'816 CHF | 99.38% | 99.38% |
12.07.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'554 | 300'554 | 52'732 CHF | 55'737 CHF | 99.04% | 99.04% |
11.07.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 290'353 | 290'353 | 52'473 CHF | 55'376 CHF | 89.94% | 89.94% |
10.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 270'972 | 270'972 | 51'908 CHF | 54'618 CHF | 95.47% | 95.47% |
09.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'280 CHF | 56'780 CHF | 99.03% | 99.03% |
08.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'311 CHF | 56'811 CHF | 99.22% | 99.22% |
05.07.2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 246'169 | 246'169 | 54'245 CHF | 56'706 CHF | 99.39% | 99.39% |
04.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 229'716 | 229'716 | 53'033 CHF | 55'330 CHF | 99.39% | 99.39% |
03.07.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 203'272 | 203'272 | 51'761 CHF | 53'793 CHF | 98.61% | 98.61% |
02.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'762 CHF | 53'762 CHF | 99.05% | 99.05% |