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 | 5.57% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 298'696 | 298'696 | 52'197 CHF | 55'184 CHF | 100.00% | 100.00% |
12.07.2024 | 5.34% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 290'796 | 290'798 | 53'019 CHF | 55'928 CHF | 98.98% | 98.98% |
11.07.2024 | 5.57% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 297'141 | 297'141 | 51'936 CHF | 54'908 CHF | 90.87% | 90.87% |
10.07.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 322'398 | 322'398 | 52'109 CHF | 55'333 CHF | 99.83% | 99.83% |
09.07.2024 | 7.96% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 426'873 | 426'874 | 51'521 CHF | 55'790 CHF | 100.00% | 100.00% |
08.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 474'539 | 474'542 | 51'423 CHF | 56'169 CHF | 100.00% | 100.00% |
05.07.2024 | 8.90% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 481'513 | 481'513 | 51'726 CHF | 56'541 CHF | 100.00% | 100.00% |
04.07.2024 | 9.73% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 516'717 | 455'423 | 50'532 CHF | 49'501 CHF | 100.00% | 100.00% |
03.07.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 589'475 | 301'625 | 51'315 CHF | 29'284 CHF | 99.51% | 99.51% |
02.07.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 604'417 | 306'360 | 50'856 CHF | 28'834 CHF | 100.00% | 100.00% |