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 | 7.20% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 100'343 | 100'343 | 13'851 CHF | 14'859 CHF | 100.00% | 100.00% |
12.07.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 220'000 | 220'000 | 90'362 | 90'362 | 10'978 CHF | 11'885 CHF | 99.90% | 99.90% |
11.07.2024 | 6.78% | 0.14 CHF | 0.15 CHF | 220'000 | 220'000 | 100'369 | 100'369 | 14'491 CHF | 15'499 CHF | 99.99% | 99.99% |
10.07.2024 | 5.64% | 0.16 CHF | 0.17 CHF | 220'000 | 220'000 | 100'407 | 100'407 | 17'513 CHF | 18'521 CHF | 100.00% | 100.00% |
09.07.2024 | 5.13% | 0.17 CHF | 0.18 CHF | 220'000 | 220'000 | 100'227 | 100'227 | 19'515 CHF | 20'523 CHF | 100.00% | 100.00% |
08.07.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 220'000 | 220'000 | 100'303 | 100'303 | 20'856 CHF | 21'865 CHF | 100.00% | 100.00% |
05.07.2024 | 5.20% | 0.20 CHF | 0.21 CHF | 220'000 | 220'000 | 100'390 | 100'390 | 19'686 CHF | 20'695 CHF | 99.90% | 99.90% |
04.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 74'049 | 74'049 | 13'733 CHF | 14'473 CHF | 100.00% | 100.00% |
03.07.2024 | 5.13% | 0.18 CHF | 0.19 CHF | 220'000 | 220'000 | 100'382 | 100'382 | 19'361 CHF | 20'369 CHF | 100.00% | 100.00% |
02.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 220'000 | 220'000 | 100'393 | 100'393 | 23'520 CHF | 24'529 CHF | 100.00% | 100.00% |