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 | 6.45% | 0.16 CHF | 0.17 CHF | 280'000 | 280'000 | 125'695 | 125'695 | 19'479 CHF | 20'741 CHF | 100.00% | 100.00% |
12.07.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 280'000 | 280'000 | 125'626 | 125'626 | 19'527 CHF | 20'789 CHF | 100.00% | 100.00% |
11.07.2024 | 5.48% | 0.17 CHF | 0.18 CHF | 260'000 | 260'000 | 119'396 | 119'396 | 21'721 CHF | 22'920 CHF | 99.99% | 99.99% |
10.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 260'000 | 260'000 | 119'033 | 119'033 | 21'344 CHF | 22'540 CHF | 100.00% | 100.00% |
09.07.2024 | 5.83% | 0.17 CHF | 0.18 CHF | 260'000 | 260'000 | 119'872 | 119'872 | 20'761 CHF | 21'967 CHF | 100.00% | 100.00% |
08.07.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 280'000 | 280'000 | 125'579 | 125'579 | 19'984 CHF | 21'247 CHF | 100.00% | 100.00% |
05.07.2024 | 7.23% | 0.15 CHF | 0.16 CHF | 280'000 | 280'000 | 124'985 | 124'985 | 17'731 CHF | 18'995 CHF | 99.89% | 99.89% |
04.07.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 120'000 | 120'000 | 93'141 | 93'141 | 13'504 CHF | 14'438 CHF | 100.00% | 100.00% |
03.07.2024 | 6.38% | 0.14 CHF | 0.15 CHF | 280'000 | 280'000 | 125'684 | 125'684 | 19'413 CHF | 20'676 CHF | 100.00% | 100.00% |
02.07.2024 | 6.74% | 0.15 CHF | 0.16 CHF | 280'000 | 280'000 | 123'757 | 123'757 | 18'266 CHF | 19'510 CHF | 100.00% | 100.00% |