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 | 5.56% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'260 | 300'260 | 52'533 CHF | 55'535 CHF | 100.00% | 100.00% |
12.07.2024 | 5.60% | 0.16 CHF | 0.17 CHF | 300'000 | 300'000 | 300'433 | 300'433 | 52'198 CHF | 55'202 CHF | 99.68% | 99.68% |
11.07.2024 | 5.03% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 266'341 | 266'341 | 51'614 CHF | 54'277 CHF | 98.30% | 98.30% |
10.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 245'498 | 245'498 | 53'294 CHF | 55'749 CHF | 96.09% | 96.09% |
09.07.2024 | 4.32% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 235'273 | 235'273 | 53'270 CHF | 55'623 CHF | 99.65% | 99.65% |
08.07.2024 | 5.72% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 308'867 | 308'867 | 52'481 CHF | 55'570 CHF | 99.84% | 99.84% |
05.07.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'693 CHF | 53'193 CHF | 100.00% | 100.00% |
04.07.2024 | 4.83% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 252'971 | 252'971 | 51'139 CHF | 53'668 CHF | 100.00% | 100.00% |
03.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 220'948 | 220'948 | 52'394 CHF | 54'603 CHF | 99.23% | 99.23% |
02.07.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'853 | 175'853 | 52'428 CHF | 54'186 CHF | 99.68% | 99.68% |