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 | 3.80% | 0.26 CHF | 0.27 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 49'013 CHF | 50'913 CHF | 99.88% | 99.88% |
12.07.2024 | 3.73% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 187'792 | 187'792 | 49'364 CHF | 51'242 CHF | 100.00% | 100.00% |
11.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 45'919 CHF | 47'719 CHF | 100.00% | 100.00% |
10.07.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 210'000 | 210'000 | 216'643 | 216'643 | 52'068 CHF | 54'234 CHF | 100.00% | 100.00% |
09.07.2024 | 4.94% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 229'163 | 229'163 | 45'625 CHF | 47'925 CHF | 100.00% | 100.00% |
08.07.2024 | 5.27% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 229'601 | 229'601 | 42'569 CHF | 44'869 CHF | 100.00% | 100.00% |
05.07.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 230'000 | 230'000 | 230'000 | 230'000 | 42'019 CHF | 44'319 CHF | 98.23% | 98.23% |
04.07.2024 | 5.59% | 0.18 CHF | 0.19 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 41'760 CHF | 44'160 CHF | 100.00% | 100.00% |
03.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 38'827 CHF | 41'227 CHF | 100.00% | 100.00% |
02.07.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 38'009 CHF | 40'409 CHF | 100.00% | 100.00% |