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 | 5.37% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 288'597 | 288'597 | 52'332 CHF | 55'218 CHF | 99.39% | 99.39% |
12.07.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 285'326 | 285'326 | 53'184 CHF | 56'038 CHF | 99.06% | 99.06% |
11.07.2024 | 5.83% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 314'421 | 314'421 | 52'421 CHF | 55'565 CHF | 92.71% | 92.71% |
10.07.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 344'630 | 344'630 | 52'312 CHF | 55'759 CHF | 95.48% | 95.48% |
09.07.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 301'836 | 301'836 | 51'228 CHF | 54'247 CHF | 99.03% | 99.03% |
08.07.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 287'358 | 287'358 | 53'108 CHF | 55'982 CHF | 99.22% | 99.22% |
05.07.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 261'277 | 261'277 | 50'989 CHF | 53'602 CHF | 99.38% | 99.38% |
04.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 286'231 | 286'231 | 53'036 CHF | 55'899 CHF | 99.39% | 99.39% |
03.07.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'437 CHF | 56'437 CHF | 98.62% | 98.62% |
02.07.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 299'379 | 299'379 | 52'474 CHF | 55'468 CHF | 99.06% | 99.06% |