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 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'439 | 298'439 | 53'562 CHF | 56'546 CHF | 100.00% | 100.00% |
12.07.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 294'777 | 294'777 | 53'268 CHF | 56'216 CHF | 99.68% | 99.68% |
11.07.2024 | 5.69% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'258 | 301'258 | 51'455 CHF | 54'467 CHF | 99.16% | 99.16% |
10.07.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 327'641 | 327'641 | 52'013 CHF | 55'289 CHF | 96.08% | 96.08% |
09.07.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 341'610 | 341'610 | 52'321 CHF | 55'737 CHF | 99.65% | 99.65% |
08.07.2024 | 5.00% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 270'036 | 270'036 | 52'635 CHF | 55'335 CHF | 99.84% | 99.84% |
05.07.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 257'182 | 257'183 | 50'897 CHF | 53'469 CHF | 100.00% | 100.00% |
04.07.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 252'313 | 252'313 | 51'488 CHF | 54'011 CHF | 100.00% | 100.00% |
03.07.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'401 | 301'401 | 52'535 CHF | 55'549 CHF | 99.23% | 99.23% |
02.07.2024 | 6.65% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 361'553 | 361'553 | 52'548 CHF | 56'163 CHF | 99.66% | 99.66% |