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 | 7.76% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 37'213 CHF | 40'213 CHF | 100.00% | 100.00% |
12.07.2024 | 7.20% | 0.13 CHF | 0.14 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 40'273 CHF | 43'273 CHF | 100.00% | 100.00% |
11.07.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 299'727 | 299'727 | 44'447 CHF | 47'447 CHF | 99.93% | 99.93% |
10.07.2024 | 5.86% | 0.15 CHF | 0.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 49'873 CHF | 52'873 CHF | 100.00% | 100.00% |
09.07.2024 | 5.68% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'642 | 299'642 | 51'380 CHF | 54'380 CHF | 100.00% | 100.00% |
08.07.2024 | 5.39% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 54'247 CHF | 57'247 CHF | 100.00% | 100.00% |
05.07.2024 | 5.73% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 50'916 CHF | 53'916 CHF | 99.78% | 99.78% |
04.07.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'430 CHF | 54'430 CHF | 100.00% | 100.00% |
03.07.2024 | 5.51% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'043 CHF | 56'043 CHF | 100.00% | 100.00% |
02.07.2024 | 4.78% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 61'419 CHF | 64'419 CHF | 100.00% | 100.00% |