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 | 4.58% | 0.22 CHF | 0.23 CHF | 280'000 | 280'000 | 118'455 | 118'455 | 26'053 CHF | 27'244 CHF | 100.00% | 100.00% |
12.07.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 280'000 | 280'000 | 125'291 | 125'291 | 27'614 CHF | 28'873 CHF | 100.00% | 100.00% |
11.07.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 260'000 | 260'000 | 119'269 | 119'269 | 29'800 CHF | 30'998 CHF | 100.00% | 100.00% |
10.07.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 260'000 | 260'000 | 119'033 | 119'033 | 29'470 CHF | 30'666 CHF | 100.00% | 100.00% |
09.07.2024 | 4.24% | 0.24 CHF | 0.25 CHF | 260'000 | 260'000 | 119'837 | 119'837 | 28'752 CHF | 29'958 CHF | 100.00% | 100.00% |
08.07.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 280'000 | 280'000 | 124'007 | 124'007 | 27'923 CHF | 29'170 CHF | 100.00% | 100.00% |
05.07.2024 | 5.17% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 124'716 | 124'716 | 25'172 CHF | 26'433 CHF | 99.90% | 99.90% |
04.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 93'138 | 93'138 | 18'912 CHF | 19'846 CHF | 100.00% | 100.00% |
03.07.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 125'687 | 125'687 | 27'566 CHF | 28'828 CHF | 100.00% | 100.00% |
02.07.2024 | 4.74% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 114'229 | 114'229 | 24'258 CHF | 25'406 CHF | 100.00% | 100.00% |