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 | 4.74% | 0.21 CHF | 0.22 CHF | 630'000 | 630'000 | 281'616 | 281'616 | 59'987 CHF | 62'817 CHF | 100.00% | 100.00% |
12.07.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 650'000 | 650'000 | 268'927 | 268'927 | 65'231 CHF | 67'932 CHF | 99.89% | 99.89% |
11.07.2024 | 4.94% | 0.21 CHF | 0.22 CHF | 710'000 | 710'000 | 316'585 | 316'585 | 65'504 CHF | 68'684 CHF | 99.99% | 99.99% |
10.07.2024 | 5.61% | 0.19 CHF | 0.20 CHF | 720'000 | 720'000 | 318'817 | 318'817 | 58'106 CHF | 61'309 CHF | 100.00% | 100.00% |
09.07.2024 | 6.20% | 0.18 CHF | 0.19 CHF | 800'000 | 800'000 | 353'085 | 353'085 | 57'614 CHF | 61'166 CHF | 100.00% | 100.00% |
08.07.2024 | 6.48% | 0.15 CHF | 0.16 CHF | 760'000 | 760'000 | 337'147 | 337'147 | 51'567 CHF | 54'957 CHF | 100.00% | 100.00% |
05.07.2024 | 5.92% | 0.16 CHF | 0.17 CHF | 750'000 | 750'000 | 332'664 | 332'664 | 55'231 CHF | 58'574 CHF | 99.73% | 99.73% |
04.07.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 290'000 | 290'000 | 236'831 | 236'831 | 41'873 CHF | 44'241 CHF | 100.00% | 100.00% |
03.07.2024 | 6.04% | 0.18 CHF | 0.19 CHF | 790'000 | 790'000 | 351'473 | 351'473 | 59'389 CHF | 62'919 CHF | 100.00% | 100.00% |
02.07.2024 | 6.99% | 0.15 CHF | 0.16 CHF | 840'000 | 840'000 | 372'810 | 372'810 | 53'355 CHF | 57'100 CHF | 100.00% | 100.00% |