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 | 5.08% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 270'122 | 270'122 | 51'804 CHF | 54'506 CHF | 100.00% | 100.00% |
12.07.2024 | 5.04% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 266'544 | 266'545 | 51'518 CHF | 54'184 CHF | 99.67% | 99.67% |
11.07.2024 | 5.34% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'495 | 292'495 | 53'305 CHF | 56'230 CHF | 98.89% | 98.89% |
10.07.2024 | 5.80% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 306'286 | 306'286 | 51'257 CHF | 54'320 CHF | 96.09% | 96.09% |
09.07.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 327'258 | 327'259 | 51'852 CHF | 55'125 CHF | 99.65% | 99.65% |
08.07.2024 | 4.61% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 244'475 | 244'475 | 51'915 CHF | 54'360 CHF | 99.84% | 99.84% |
05.07.2024 | 4.52% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'055 CHF | 56'555 CHF | 100.00% | 100.00% |
04.07.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 240'413 | 240'413 | 53'350 CHF | 55'754 CHF | 100.00% | 100.00% |
03.07.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 287'029 | 287'029 | 53'089 CHF | 55'959 CHF | 99.23% | 99.23% |
02.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 349'352 | 349'351 | 52'522 CHF | 56'016 CHF | 99.66% | 99.66% |