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 | 5.45% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'543 CHF | 56'543 CHF | 100.00% | 100.00% |
12.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 298'437 | 298'437 | 54'010 CHF | 56'994 CHF | 99.98% | 99.98% |
11.07.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 299'466 | 299'466 | 53'758 CHF | 56'753 CHF | 97.48% | 97.48% |
10.07.2024 | 5.71% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 303'997 | 303'997 | 51'707 CHF | 54'747 CHF | 96.18% | 96.18% |
09.07.2024 | 5.88% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 312'164 | 312'164 | 51'478 CHF | 54'599 CHF | 99.65% | 99.65% |
08.07.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 280'462 | 280'462 | 52'544 CHF | 55'349 CHF | 100.00% | 100.00% |
05.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 288'130 | 288'130 | 52'926 CHF | 55'808 CHF | 100.00% | 100.00% |
04.07.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 268'212 | 268'212 | 51'710 CHF | 54'392 CHF | 100.00% | 100.00% |
03.07.2024 | 5.46% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 53'505 CHF | 56'505 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |