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 | 5.26% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 286'616 | 286'616 | 53'023 CHF | 55'890 CHF | 100.00% | 100.00% |
12.07.2024 | 5.15% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 276'317 | 276'317 | 52'229 CHF | 54'993 CHF | 99.68% | 99.68% |
11.07.2024 | 4.67% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'315 CHF | 54'815 CHF | 68.73% | 68.73% |
10.07.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 245'728 | 245'728 | 54'197 CHF | 56'654 CHF | 96.09% | 96.09% |
09.07.2024 | 4.36% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 240'007 | 240'007 | 53'772 CHF | 56'172 CHF | 99.67% | 99.67% |
08.07.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 249'607 | 249'607 | 53'185 CHF | 55'681 CHF | 99.84% | 99.84% |
05.07.2024 | 4.69% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 247'807 | 247'807 | 51'642 CHF | 54'120 CHF | 100.00% | 100.00% |
04.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'500 CHF | 55'000 CHF | 100.00% | 100.00% |
03.07.2024 | 4.49% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 244'542 | 244'542 | 53'197 CHF | 55'643 CHF | 99.22% | 99.22% |
02.07.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 205'752 | 205'752 | 51'424 CHF | 53'482 CHF | 99.67% | 99.67% |