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 | 6.02% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 324'881 | 324'881 | 52'328 CHF | 55'577 CHF | 100.00% | 100.00% |
12.07.2024 | 5.78% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 305'592 | 305'592 | 51'345 CHF | 54'401 CHF | 99.69% | 99.69% |
11.07.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 294'306 | 294'306 | 53'537 CHF | 56'480 CHF | 99.44% | 99.44% |
10.07.2024 | 4.92% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 255'864 | 255'864 | 50'674 CHF | 53'233 CHF | 96.11% | 96.11% |
09.07.2024 | 5.11% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 273'513 | 273'513 | 52'108 CHF | 54'844 CHF | 99.67% | 99.67% |
08.07.2024 | 5.67% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 301'831 | 301'831 | 51'727 CHF | 54'745 CHF | 99.83% | 99.83% |
05.07.2024 | 5.36% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 295'959 | 295'959 | 53'716 CHF | 56'676 CHF | 100.00% | 100.00% |
04.07.2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 274'650 | 274'650 | 52'191 CHF | 54'937 CHF | 100.00% | 100.00% |
03.07.2024 | 5.00% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 261'814 | 261'814 | 51'028 CHF | 53'647 CHF | 99.25% | 99.25% |
02.07.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'547 | 250'547 | 52'926 CHF | 55'432 CHF | 99.66% | 99.66% |