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 | 5.47% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 296'437 | 296'437 | 52'768 CHF | 55'732 CHF | 100.00% | 100.00% |
12.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 285'937 | 285'940 | 52'558 CHF | 55'418 CHF | 98.41% | 98.41% |
11.07.2024 | 4.86% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 255'361 | 255'363 | 51'223 CHF | 53'777 CHF | 99.76% | 99.76% |
10.07.2024 | 4.81% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'793 CHF | 53'293 CHF | 99.77% | 99.77% |
09.07.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'760 CHF | 55'260 CHF | 100.00% | 100.00% |
08.07.2024 | 4.54% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'740 | 249'740 | 53'737 CHF | 56'234 CHF | 98.98% | 98.98% |
05.07.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 245'477 | 245'477 | 54'371 CHF | 56'826 CHF | 100.00% | 100.00% |
04.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 236'176 | 236'172 | 53'387 CHF | 55'748 CHF | 98.15% | 98.15% |
03.07.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 218'079 | 218'079 | 51'991 CHF | 54'172 CHF | 100.00% | 100.00% |
02.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 212'346 | 212'346 | 51'929 CHF | 54'052 CHF | 100.00% | 100.00% |