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 | 3.54% | 0.28 CHF | 0.30 CHF | 150'000 | 150'000 | 83'077 | 83'077 | 23'744 CHF | 24'578 CHF | 100.00% | 100.00% |
12.07.2024 | 4.03% | 0.28 CHF | 0.28 CHF | 150'000 | 150'000 | 83'823 | 83'823 | 21'386 CHF | 22'229 CHF | 99.94% | 99.94% |
11.07.2024 | 4.13% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 89'859 | 89'859 | 22'409 CHF | 23'319 CHF | 99.43% | 99.43% |
10.07.2024 | 4.43% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 96'243 | 96'243 | 22'150 CHF | 23'116 CHF | 99.85% | 99.85% |
09.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 180'000 | 180'000 | 102'389 | 102'389 | 21'593 CHF | 22'623 CHF | 99.66% | 99.66% |
08.07.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 180'000 | 180'000 | 102'174 | 102'174 | 21'212 CHF | 22'241 CHF | 100.00% | 100.00% |
05.07.2024 | 4.53% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 102'662 | 102'662 | 22'904 CHF | 23'935 CHF | 99.53% | 99.53% |
04.07.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 90'000 | 90'000 | 84'626 | 84'626 | 17'759 CHF | 18'605 CHF | 98.93% | 98.93% |
03.07.2024 | 5.63% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 104'939 | 104'939 | 19'536 CHF | 20'611 CHF | 98.22% | 98.22% |
02.07.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 210'000 | 210'000 | 118'338 | 118'338 | 19'492 CHF | 20'680 CHF | 100.00% | 100.00% |