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 | 4.15% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 222'072 | 222'072 | 52'385 CHF | 54'605 CHF | 99.39% | 99.39% |
12.07.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 220'672 | 220'672 | 53'004 CHF | 55'211 CHF | 99.05% | 99.05% |
11.07.2024 | 4.41% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 235'228 | 235'228 | 52'083 CHF | 54'435 CHF | 98.83% | 98.83% |
10.07.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 263'231 | 263'231 | 52'341 CHF | 54'974 CHF | 95.48% | 95.48% |
09.07.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'339 | 313'339 | 51'546 CHF | 54'680 CHF | 99.04% | 99.04% |
08.07.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 314'702 | 314'702 | 51'612 CHF | 54'759 CHF | 99.22% | 99.22% |
05.07.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 317'361 | 317'361 | 51'930 CHF | 55'104 CHF | 99.38% | 99.38% |
04.07.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 345'974 | 345'974 | 52'471 CHF | 55'931 CHF | 99.39% | 99.39% |
03.07.2024 | 6.85% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 372'255 | 372'255 | 52'481 CHF | 56'203 CHF | 98.62% | 98.62% |
02.07.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'236 | 379'236 | 52'403 CHF | 56'195 CHF | 99.04% | 99.04% |