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 | 4.53% | 0.22 CHF | 0.23 CHF | 380'000 | 380'000 | 172'414 | 172'414 | 38'394 CHF | 40'126 CHF | 99.97% | 99.97% |
12.07.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 410'000 | 410'000 | 171'935 | 171'935 | 46'584 CHF | 48'310 CHF | 99.90% | 99.90% |
11.07.2024 | 4.73% | 0.23 CHF | 0.24 CHF | 440'000 | 440'000 | 195'395 | 195'395 | 42'652 CHF | 44'615 CHF | 99.98% | 99.98% |
10.07.2024 | 5.62% | 0.20 CHF | 0.21 CHF | 440'000 | 440'000 | 195'498 | 195'498 | 35'894 CHF | 37'858 CHF | 100.00% | 100.00% |
09.07.2024 | 6.43% | 0.18 CHF | 0.19 CHF | 440'000 | 440'000 | 195'146 | 195'146 | 30'635 CHF | 32'599 CHF | 100.00% | 100.00% |
08.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 440'000 | 440'000 | 195'314 | 195'314 | 27'978 CHF | 29'942 CHF | 100.00% | 100.00% |
05.07.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 440'000 | 440'000 | 195'473 | 195'473 | 31'426 CHF | 33'391 CHF | 99.90% | 99.90% |
04.07.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 142'781 | 142'781 | 25'004 CHF | 26'432 CHF | 100.00% | 100.00% |
03.07.2024 | 6.32% | 0.18 CHF | 0.19 CHF | 440'000 | 440'000 | 195'441 | 195'441 | 31'848 CHF | 33'811 CHF | 100.00% | 100.00% |
02.07.2024 | 7.70% | 0.14 CHF | 0.15 CHF | 440'000 | 440'000 | 195'703 | 195'703 | 25'196 CHF | 27'162 CHF | 99.99% | 99.99% |