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 | 4.70% | 0.21 CHF | 0.22 CHF | 230'000 | 230'000 | 229'378 | 229'378 | 47'740 CHF | 50'034 CHF | 96.64% | 96.64% |
12.07.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 229'026 | 229'026 | 47'240 CHF | 49'530 CHF | 97.36% | 97.36% |
11.07.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 228'850 | 228'850 | 42'050 CHF | 44'340 CHF | 96.93% | 96.93% |
10.07.2024 | 5.89% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 238'939 | 238'939 | 39'405 CHF | 41'794 CHF | 99.42% | 99.42% |
09.07.2024 | 6.02% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 238'986 | 238'986 | 38'538 CHF | 40'928 CHF | 97.59% | 97.59% |
08.07.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 240'000 | 240'000 | 238'630 | 238'630 | 41'895 CHF | 44'281 CHF | 96.81% | 96.81% |
05.07.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 238'759 | 238'759 | 40'660 CHF | 43'048 CHF | 96.44% | 96.44% |
04.07.2024 | 5.78% | 0.17 CHF | 0.18 CHF | 240'000 | 240'000 | 238'995 | 238'995 | 40'168 CHF | 42'558 CHF | 98.47% | 98.47% |
03.07.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 238'995 | 238'995 | 34'779 CHF | 37'169 CHF | 98.46% | 98.46% |
02.07.2024 | 7.22% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 238'976 | 238'976 | 31'972 CHF | 34'361 CHF | 96.61% | 96.61% |