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 | 4.81% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 254'066 | 254'066 | 51'531 CHF | 54'072 CHF | 100.00% | 100.00% |
12.07.2024 | 4.84% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 251'080 | 251'080 | 50'667 CHF | 53'178 CHF | 99.67% | 99.67% |
11.07.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 286'605 | 286'605 | 53'144 CHF | 56'010 CHF | 82.21% | 82.21% |
10.07.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'424 | 300'424 | 51'269 CHF | 54'273 CHF | 96.08% | 96.08% |
09.07.2024 | 5.75% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 301'306 | 301'306 | 50'933 CHF | 53'946 CHF | 99.66% | 99.66% |
08.07.2024 | 4.95% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 256'227 | 256'227 | 50'477 CHF | 53'039 CHF | 99.84% | 99.84% |
05.07.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 253'817 | 253'817 | 51'334 CHF | 53'873 CHF | 100.00% | 100.00% |
04.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'149 | 250'149 | 51'048 CHF | 53'549 CHF | 100.00% | 100.00% |
03.07.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 295'015 | 295'015 | 53'185 CHF | 56'135 CHF | 99.24% | 99.24% |
02.07.2024 | 5.91% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 314'865 | 314'865 | 51'674 CHF | 54'823 CHF | 99.67% | 99.67% |