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 | 5.52% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 52'886 CHF | 18'629 CHF | 95.92% | 95.92% |
12.07.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 49'325 CHF | 17'442 CHF | 99.38% | 99.38% |
11.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 45'162 CHF | 16'054 CHF | 99.37% | 99.37% |
10.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'109 CHF | 16'703 CHF | 99.37% | 99.37% |
09.07.2024 | 5.90% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 49'423 CHF | 17'474 CHF | 99.38% | 99.38% |
08.07.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 53'741 CHF | 18'914 CHF | 99.37% | 99.37% |
05.07.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 50'158 CHF | 17'719 CHF | 99.38% | 99.38% |
04.07.2024 | 6.05% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 48'095 CHF | 17'032 CHF | 98.59% | 98.59% |
03.07.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 48'129 CHF | 17'043 CHF | 99.37% | 99.37% |
02.07.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 51'121 CHF | 18'040 CHF | 99.38% | 99.38% |