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 | 5.21% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 56'249 CHF | 19'750 CHF | 99.27% | 99.27% |
12.07.2024 | 6.11% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 447'018 | 149'006 | 70'917 CHF | 25'129 CHF | 99.27% | 99.27% |
11.07.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 339'095 | 113'032 | 59'410 CHF | 20'934 CHF | 99.27% | 99.27% |
10.07.2024 | 5.38% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 310'843 | 103'614 | 56'169 CHF | 19'759 CHF | 99.27% | 99.27% |
09.07.2024 | 4.83% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 60'700 CHF | 21'233 CHF | 99.27% | 99.27% |
08.07.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'738 CHF | 23'246 CHF | 99.25% | 99.25% |
05.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'736 CHF | 23'245 CHF | 99.27% | 99.27% |
04.07.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'847 CHF | 23'282 CHF | 99.27% | 99.27% |
03.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'620 CHF | 23'873 CHF | 99.27% | 99.27% |
02.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'648 CHF | 24'216 CHF | 99.27% | 99.27% |