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 | 5.69% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 304'555 | 304'555 | 52'017 CHF | 55'062 CHF | 99.39% | 99.39% |
12.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 270'149 | 270'149 | 51'836 CHF | 54'537 CHF | 99.08% | 99.08% |
11.07.2024 | 5.51% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 294'074 | 294'074 | 51'933 CHF | 54'874 CHF | 98.53% | 98.53% |
10.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 309'590 | 309'590 | 51'426 CHF | 54'522 CHF | 95.46% | 95.46% |
09.07.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 308'321 | 308'321 | 51'701 CHF | 54'784 CHF | 99.05% | 99.05% |
08.07.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'736 | 299'736 | 53'315 CHF | 56'312 CHF | 99.23% | 99.23% |
05.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'542 | 301'542 | 51'248 CHF | 54'264 CHF | 99.39% | 99.39% |
04.07.2024 | 7.03% | 0.16 CHF | 0.17 CHF | 375'000 | 375'000 | 382'289 | 382'289 | 52'459 CHF | 56'281 CHF | 99.39% | 99.39% |
03.07.2024 | 8.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 473'175 | 473'175 | 51'293 CHF | 56'024 CHF | 98.63% | 98.63% |
02.07.2024 | 9.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'958 | 489'958 | 50'477 CHF | 55'377 CHF | 99.05% | 99.05% |