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 | 5.62% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 303'549 | 303'549 | 52'579 CHF | 55'615 CHF | 99.39% | 99.39% |
12.07.2024 | 5.70% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 303'800 | 303'800 | 51'834 CHF | 54'872 CHF | 99.06% | 99.06% |
11.07.2024 | 5.14% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 270'677 | 270'677 | 51'232 CHF | 53'939 CHF | 94.49% | 94.49% |
10.07.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'316 CHF | 56'816 CHF | 95.49% | 95.49% |
09.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 253'007 | 253'007 | 50'424 CHF | 52'954 CHF | 99.05% | 99.05% |
08.07.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 284'574 | 284'574 | 52'803 CHF | 55'649 CHF | 99.22% | 99.22% |
05.07.2024 | 5.45% | 0.18 CHF | 0.19 CHF | 275'000 | 275'000 | 296'196 | 296'196 | 52'921 CHF | 55'883 CHF | 99.39% | 99.39% |
04.07.2024 | 5.14% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 275'052 | 275'052 | 52'081 CHF | 54'832 CHF | 99.38% | 99.38% |
03.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'605 CHF | 53'105 CHF | 98.61% | 98.61% |
02.07.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'334 CHF | 54'834 CHF | 99.05% | 99.05% |