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 | 4.51% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'231 CHF | 56'731 CHF | 99.39% | 99.39% |
12.07.2024 | 4.81% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 253'987 | 253'987 | 51'621 CHF | 54'161 CHF | 99.08% | 99.08% |
11.07.2024 | 5.13% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 276'059 | 276'059 | 52'414 CHF | 55'175 CHF | 98.53% | 98.53% |
10.07.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'770 CHF | 56'770 CHF | 95.45% | 95.45% |
09.07.2024 | 4.96% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 261'176 | 261'176 | 51'333 CHF | 53'945 CHF | 99.05% | 99.05% |
08.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 269'960 | 269'960 | 51'798 CHF | 54'498 CHF | 99.22% | 99.22% |
05.07.2024 | 4.82% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 255'918 | 255'918 | 51'846 CHF | 54'405 CHF | 99.39% | 99.39% |
04.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 267'347 | 267'347 | 51'619 CHF | 54'292 CHF | 99.39% | 99.39% |
03.07.2024 | 5.49% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 296'358 | 296'358 | 52'540 CHF | 55'504 CHF | 98.63% | 98.63% |
02.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 327'043 | 327'043 | 52'001 CHF | 55'271 CHF | 99.06% | 99.06% |