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 | 6.71% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 27'434 CHF | 29'334 CHF | 100.00% | 100.00% |
12.07.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 30'962 CHF | 32'862 CHF | 100.00% | 100.00% |
11.07.2024 | 4.31% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 199'841 | 199'841 | 45'506 CHF | 47'506 CHF | 100.00% | 100.00% |
10.07.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 47'446 CHF | 49'446 CHF | 100.00% | 100.00% |
09.07.2024 | 4.50% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 197'448 | 197'448 | 43'107 CHF | 45'081 CHF | 100.00% | 100.00% |
08.07.2024 | 5.39% | 0.20 CHF | 0.21 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 34'381 CHF | 36'281 CHF | 100.00% | 100.00% |
05.07.2024 | 6.23% | 0.17 CHF | 0.18 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 29'628 CHF | 31'528 CHF | 99.81% | 99.81% |
04.07.2024 | 6.26% | 0.15 CHF | 0.16 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 29'412 CHF | 31'312 CHF | 99.49% | 99.49% |
03.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 30'239 CHF | 32'139 CHF | 99.36% | 99.36% |
02.07.2024 | 5.01% | 0.21 CHF | 0.22 CHF | 200'000 | 200'000 | 191'398 | 191'398 | 37'274 CHF | 39'187 CHF | 100.00% | 100.00% |