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 | 4.56% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 235'387 | 100'000 | 50'487 CHF | 22'461 CHF | 99.76% | 99.76% |
12.07.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 241'134 | 99'965 | 50'270 CHF | 21'870 CHF | 98.93% | 98.93% |
11.07.2024 | 5.41% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 257'606 | 99'067 | 49'965 CHF | 20'547 CHF | 97.59% | 97.59% |
10.07.2024 | 5.26% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 275'218 | 100'000 | 50'930 CHF | 19'552 CHF | 99.99% | 99.99% |
09.07.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 271'684 | 100'000 | 51'033 CHF | 19'794 CHF | 100.00% | 100.00% |
08.07.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 239'065 | 100'000 | 50'397 CHF | 22'093 CHF | 100.00% | 100.00% |
05.07.2024 | 5.12% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 267'235 | 99'972 | 50'990 CHF | 20'091 CHF | 98.85% | 98.85% |
04.07.2024 | 5.66% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 295'734 | 100'000 | 50'748 CHF | 18'214 CHF | 99.14% | 99.14% |
03.07.2024 | 6.38% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 334'945 | 100'000 | 50'826 CHF | 16'269 CHF | 99.42% | 99.42% |
02.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 390'000 | 100'000 | 390'552 | 100'000 | 50'659 CHF | 13'980 CHF | 99.96% | 99.96% |