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 | 4.53% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'993 CHF | 56'493 CHF | 100.00% | 100.00% |
12.07.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 242'499 | 242'498 | 52'939 CHF | 55'364 CHF | 98.40% | 98.40% |
11.07.2024 | 5.58% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 296'135 | 296'135 | 51'595 CHF | 54'556 CHF | 90.92% | 90.92% |
10.07.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 323'715 | 323'718 | 51'660 CHF | 54'898 CHF | 99.79% | 99.79% |
09.07.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 330'992 | 330'992 | 52'197 CHF | 55'507 CHF | 100.00% | 100.00% |
08.07.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 325'263 | 325'261 | 51'886 CHF | 55'138 CHF | 98.98% | 98.98% |
05.07.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 338'902 | 338'903 | 52'242 CHF | 55'631 CHF | 100.00% | 100.00% |
04.07.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 347'362 | 347'365 | 52'319 CHF | 55'793 CHF | 98.16% | 98.16% |
03.07.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'282 | 387'283 | 52'315 CHF | 56'188 CHF | 100.00% | 100.00% |
02.07.2024 | 7.13% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 385'963 | 385'960 | 52'221 CHF | 56'080 CHF | 99.99% | 99.99% |