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 | 6.06% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 323'985 | 323'985 | 51'856 CHF | 55'096 CHF | 99.39% | 99.39% |
12.07.2024 | 5.90% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 313'851 | 313'851 | 51'605 CHF | 54'743 CHF | 99.06% | 99.06% |
11.07.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 316'647 | 316'647 | 51'597 CHF | 54'764 CHF | 97.63% | 97.63% |
10.07.2024 | 5.96% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 317'817 | 317'817 | 51'727 CHF | 54'905 CHF | 95.49% | 95.49% |
09.07.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 311'965 | 311'965 | 51'643 CHF | 54'763 CHF | 99.06% | 99.06% |
08.07.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 317'863 | 317'863 | 51'711 CHF | 54'890 CHF | 99.22% | 99.22% |
05.07.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'472 | 299'472 | 51'678 CHF | 54'673 CHF | 99.39% | 99.39% |
04.07.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 282'470 | 282'470 | 52'784 CHF | 55'608 CHF | 99.39% | 99.39% |
03.07.2024 | 5.38% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 297'300 | 297'300 | 53'786 CHF | 56'759 CHF | 98.62% | 98.62% |
02.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'525 | 274'525 | 52'246 CHF | 54'991 CHF | 99.06% | 99.06% |