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 | 5.51% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'026 CHF | 56'026 CHF | 100.00% | 100.00% |
12.07.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'041 | 298'041 | 53'540 CHF | 56'520 CHF | 99.68% | 99.68% |
11.07.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 285'134 | 285'134 | 52'956 CHF | 55'808 CHF | 99.16% | 99.16% |
10.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 306'839 | 306'839 | 51'921 CHF | 54'989 CHF | 96.10% | 96.10% |
09.07.2024 | 6.67% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 362'305 | 362'305 | 52'487 CHF | 56'110 CHF | 99.64% | 99.64% |
08.07.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 382'375 | 377'624 | 52'629 CHF | 55'835 CHF | 99.85% | 99.85% |
05.07.2024 | 9.85% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 525'746 | 431'345 | 50'687 CHF | 46'430 CHF | 100.00% | 100.00% |
04.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 577'607 | 300'000 | 51'696 CHF | 29'854 CHF | 100.00% | 100.00% |
03.07.2024 | 9.85% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 523'167 | 438'222 | 50'459 CHF | 47'156 CHF | 99.25% | 99.25% |
02.07.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 487'753 | 487'753 | 50'904 CHF | 55'781 CHF | 99.67% | 99.67% |