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 | 4.28% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 68'634 CHF | 71'634 CHF | 100.00% | 100.00% |
12.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 67'313 CHF | 70'313 CHF | 99.93% | 99.93% |
11.07.2024 | 4.66% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 299'826 | 299'826 | 63'756 CHF | 66'756 CHF | 99.02% | 99.02% |
10.07.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 59'980 CHF | 62'980 CHF | 100.00% | 100.00% |
09.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 299'698 | 299'698 | 60'839 CHF | 63'839 CHF | 100.00% | 100.00% |
08.07.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 67'912 CHF | 70'912 CHF | 100.00% | 100.00% |
05.07.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 61'654 CHF | 64'654 CHF | 99.81% | 99.81% |
04.07.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 56'058 CHF | 59'058 CHF | 100.00% | 100.00% |
03.07.2024 | 5.84% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 50'118 CHF | 53'118 CHF | 99.95% | 99.95% |
02.07.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 46'591 CHF | 49'591 CHF | 100.00% | 100.00% |