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 | 4.95% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 261'782 | 261'782 | 51'598 CHF | 54'215 CHF | 100.00% | 100.00% |
12.07.2024 | 5.26% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 287'806 | 287'806 | 53'219 CHF | 56'097 CHF | 99.69% | 99.69% |
11.07.2024 | 5.90% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 315'281 | 315'281 | 51'871 CHF | 55'024 CHF | 83.36% | 83.36% |
10.07.2024 | 6.28% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 339'299 | 339'299 | 52'316 CHF | 55'709 CHF | 96.09% | 96.09% |
09.07.2024 | 6.13% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 328'175 | 328'175 | 51'849 CHF | 55'130 CHF | 99.67% | 99.67% |
08.07.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'184 | 292'184 | 53'233 CHF | 56'154 CHF | 99.84% | 99.84% |
05.07.2024 | 5.08% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 267'380 | 267'380 | 51'276 CHF | 53'950 CHF | 100.00% | 100.00% |
04.07.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 275'515 | 275'515 | 52'373 CHF | 55'128 CHF | 100.00% | 100.00% |
03.07.2024 | 5.37% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 291'374 | 291'374 | 52'835 CHF | 55'748 CHF | 99.23% | 99.23% |
02.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 346'584 | 346'584 | 52'200 CHF | 55'666 CHF | 99.67% | 99.67% |