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 | 12.31% | 0.09 CHF | 0.10 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 21'779 CHF | 24'571 CHF | 100.00% | 100.00% |
12.07.2024 | 9.49% | 0.03 CHF | 0.04 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 30'957 CHF | 33'787 CHF | 100.00% | 100.00% |
11.07.2024 | 5.98% | 0.14 CHF | 0.14 CHF | 290'000 | 290'000 | 288'450 | 288'450 | 47'091 CHF | 49'978 CHF | 99.98% | 99.98% |
10.07.2024 | 4.83% | 0.18 CHF | 0.19 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 59'454 CHF | 62'382 CHF | 100.00% | 100.00% |
09.07.2024 | 4.85% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 292'901 | 292'901 | 59'403 CHF | 62'332 CHF | 99.73% | 99.73% |
08.07.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 43'930 CHF | 46'818 CHF | 99.31% | 99.31% |
05.07.2024 | 7.43% | 0.16 CHF | 0.17 CHF | 290'000 | 290'000 | 284'905 | 284'905 | 37'549 CHF | 40'398 CHF | 99.99% | 99.99% |
04.07.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 47'743 CHF | 50'631 CHF | 99.61% | 99.61% |
03.07.2024 | 5.28% | 0.17 CHF | 0.18 CHF | 290'000 | 290'000 | 290'661 | 290'661 | 53'841 CHF | 56'747 CHF | 100.00% | 100.00% |
02.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 58'498 CHF | 61'436 CHF | 99.99% | 99.99% |