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 | 5.79% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 311'358 | 311'358 | 52'288 CHF | 55'401 CHF | 100.00% | 100.00% |
12.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 248'529 | 248'529 | 52'239 CHF | 54'725 CHF | 99.68% | 99.68% |
11.07.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 304'693 | 304'693 | 51'532 CHF | 54'579 CHF | 96.89% | 96.89% |
10.07.2024 | 6.45% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 348'745 | 348'745 | 52'292 CHF | 55'779 CHF | 96.08% | 96.08% |
09.07.2024 | 6.27% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 337'701 | 337'701 | 52'140 CHF | 55'517 CHF | 99.66% | 99.66% |
08.07.2024 | 5.61% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 298'155 | 298'155 | 51'668 CHF | 54'649 CHF | 99.83% | 99.83% |
05.07.2024 | 4.58% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 249'477 | 249'477 | 53'309 CHF | 55'804 CHF | 100.00% | 100.00% |
04.07.2024 | 5.01% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 262'902 | 262'902 | 51'150 CHF | 53'779 CHF | 100.00% | 100.00% |
03.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 280'472 | 280'472 | 52'601 CHF | 55'406 CHF | 99.23% | 99.23% |
02.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 279'795 | 279'795 | 52'446 CHF | 55'244 CHF | 99.66% | 99.66% |