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 | 6.77% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 355'065 | 100'000 | 50'685 CHF | 15'305 CHF | 99.76% | 99.76% |
12.07.2024 | 6.29% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 330'468 | 99'965 | 51'042 CHF | 16'465 CHF | 98.93% | 98.93% |
11.07.2024 | 6.22% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 301'446 | 99'069 | 50'525 CHF | 17'694 CHF | 97.80% | 97.80% |
10.07.2024 | 5.24% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 272'960 | 100'000 | 50'707 CHF | 19'643 CHF | 99.99% | 99.99% |
09.07.2024 | 5.07% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 264'114 | 100'000 | 50'766 CHF | 20'246 CHF | 100.00% | 100.00% |
08.07.2024 | 4.88% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 252'418 | 100'000 | 50'432 CHF | 21'016 CHF | 99.93% | 99.93% |
05.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 269'805 | 99'969 | 51'073 CHF | 19'934 CHF | 98.92% | 98.92% |
04.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 266'418 | 100'000 | 50'690 CHF | 20'067 CHF | 99.14% | 99.14% |
03.07.2024 | 5.02% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 261'169 | 100'000 | 50'706 CHF | 20'443 CHF | 99.40% | 99.40% |
02.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 227'038 | 100'000 | 50'544 CHF | 23'296 CHF | 99.98% | 99.98% |