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 | 7.30% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 393'301 | 393'301 | 51'931 CHF | 55'864 CHF | 99.38% | 99.38% |
12.07.2024 | 7.53% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 403'977 | 403'977 | 51'700 CHF | 55'740 CHF | 99.05% | 99.05% |
11.07.2024 | 7.03% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 379'136 | 379'136 | 52'082 CHF | 55'873 CHF | 98.52% | 98.52% |
10.07.2024 | 6.27% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 337'362 | 337'362 | 52'058 CHF | 55'431 CHF | 95.49% | 95.49% |
09.07.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'211 | 265'211 | 51'307 CHF | 53'959 CHF | 99.06% | 99.06% |
08.07.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'280 | 265'280 | 51'338 CHF | 53'991 CHF | 99.22% | 99.22% |
05.07.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 257'378 | 257'378 | 51'114 CHF | 53'687 CHF | 99.38% | 99.38% |
04.07.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 244'598 | 244'598 | 53'328 CHF | 55'774 CHF | 99.39% | 99.39% |
03.07.2024 | 3.94% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 203'790 | 203'790 | 50'717 CHF | 52'755 CHF | 98.62% | 98.62% |
02.07.2024 | 3.88% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'503 | 200'503 | 50'705 CHF | 52'710 CHF | 99.05% | 99.05% |