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 | 4.64% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 246'610 | 246'610 | 51'954 CHF | 54'420 CHF | 100.00% | 100.00% |
12.07.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 276'300 | 276'300 | 52'931 CHF | 55'694 CHF | 99.68% | 99.68% |
11.07.2024 | 5.88% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 316'149 | 316'149 | 52'202 CHF | 55'363 CHF | 93.26% | 93.26% |
10.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 346'152 | 346'152 | 52'508 CHF | 55'970 CHF | 96.09% | 96.09% |
09.07.2024 | 6.35% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 341'057 | 341'056 | 51'979 CHF | 55'389 CHF | 99.67% | 99.67% |
08.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 277'301 | 277'301 | 52'057 CHF | 54'830 CHF | 99.84% | 99.84% |
05.07.2024 | 4.89% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 260'068 | 260'069 | 51'866 CHF | 54'467 CHF | 100.00% | 100.00% |
04.07.2024 | 4.91% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 256'609 | 256'609 | 50'957 CHF | 53'524 CHF | 100.00% | 100.00% |
03.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 279'233 | 279'234 | 51'815 CHF | 54'607 CHF | 99.23% | 99.23% |
02.07.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 362'313 | 362'313 | 52'436 CHF | 56'059 CHF | 99.66% | 99.66% |