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 | 5.43% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 89'665 CHF | 94'665 CHF | 100.00% | 100.00% |
12.07.2024 | 6.42% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 75'434 CHF | 80'434 CHF | 99.99% | 99.99% |
11.07.2024 | 5.49% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 88'721 CHF | 93'721 CHF | 99.99% | 99.99% |
10.07.2024 | 4.59% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 106'633 CHF | 111'633 CHF | 99.91% | 99.91% |
09.07.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 498'297 | 498'297 | 98'775 CHF | 103'775 CHF | 100.00% | 100.00% |
08.07.2024 | 5.19% | 0.18 CHF | 0.19 CHF | 500'000 | 500'000 | 499'126 | 499'126 | 94'037 CHF | 99'037 CHF | 100.00% | 100.00% |
05.07.2024 | 6.33% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 76'560 CHF | 81'560 CHF | 100.00% | 100.00% |
04.07.2024 | 5.74% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 84'724 CHF | 89'724 CHF | 100.00% | 100.00% |
03.07.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 99'273 CHF | 104'273 CHF | 100.00% | 100.00% |
02.07.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 100'406 CHF | 105'406 CHF | 99.99% | 99.99% |