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 | 5.48% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'262 CHF | 56'262 CHF | 100.00% | 100.00% |
12.07.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'908 | 299'908 | 53'801 CHF | 56'800 CHF | 99.77% | 99.77% |
11.07.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 292'127 | 292'127 | 53'459 CHF | 56'380 CHF | 100.00% | 100.00% |
10.07.2024 | 5.07% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 269'431 | 269'431 | 51'734 CHF | 54'428 CHF | 94.69% | 94.69% |
09.07.2024 | 5.03% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 265'363 | 265'363 | 51'375 CHF | 54'029 CHF | 99.66% | 99.66% |
08.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'593 CHF | 53'093 CHF | 100.00% | 100.00% |
05.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'519 | 250'519 | 50'073 CHF | 52'578 CHF | 100.00% | 100.00% |
04.07.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'994 | 250'994 | 50'121 CHF | 52'631 CHF | 100.00% | 100.00% |
03.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'082 CHF | 54'582 CHF | 99.31% | 99.31% |
02.07.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'525 CHF | 57'025 CHF | 99.61% | 99.61% |