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 | 4.58% | 0.21 CHF | 0.22 CHF | 610'000 | 610'000 | 237'612 | 237'612 | 51'718 CHF | 54'105 CHF | 98.97% | 98.97% |
12.07.2024 | 5.27% | 0.20 CHF | 0.21 CHF | 610'000 | 610'000 | 245'572 | 245'572 | 48'349 CHF | 50'816 CHF | 100.00% | 100.00% |
11.07.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 630'000 | 630'000 | 248'196 | 248'196 | 48'583 CHF | 51'087 CHF | 99.83% | 99.83% |
10.07.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 620'000 | 620'000 | 248'289 | 248'289 | 48'260 CHF | 50'760 CHF | 99.92% | 99.92% |
09.07.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 610'000 | 610'000 | 243'893 | 243'893 | 52'572 CHF | 55'026 CHF | 99.63% | 99.63% |
08.07.2024 | 5.76% | 0.21 CHF | 0.22 CHF | 620'000 | 620'000 | 253'487 | 253'487 | 47'356 CHF | 49'906 CHF | 99.93% | 99.93% |
05.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 670'000 | 670'000 | 263'167 | 263'167 | 43'707 CHF | 46'347 CHF | 99.71% | 99.71% |
04.07.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 167'840 | 167'840 | 27'813 CHF | 29'491 CHF | 98.71% | 98.71% |
03.07.2024 | 6.08% | 0.17 CHF | 0.18 CHF | 660'000 | 660'000 | 265'973 | 265'973 | 43'373 CHF | 46'044 CHF | 98.78% | 98.78% |
02.07.2024 | 6.67% | 0.17 CHF | 0.18 CHF | 660'000 | 660'000 | 259'653 | 259'653 | 40'642 CHF | 43'250 CHF | 99.99% | 99.99% |