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 | 5.59% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 193'182 | 100'000 | 50'866 CHF | 27'946 CHF | 89.97% | 89.97% |
12.07.2024 | 5.82% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'924 | 100'000 | 50'239 CHF | 26'509 CHF | 87.00% | 87.00% |
11.07.2024 | 5.62% | 0.25 CHF | 0.27 CHF | 200'000 | 100'000 | 190'972 | 100'000 | 51'057 CHF | 28'348 CHF | 91.64% | 91.64% |
10.07.2024 | 6.17% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 221'085 | 100'000 | 50'573 CHF | 24'348 CHF | 99.39% | 99.39% |
09.07.2024 | 9.37% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 84'263 | 59'456 | 18'453 CHF | 14'238 CHF | 97.90% | 97.90% |
08.07.2024 | 6.70% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 241'122 | 100'000 | 50'417 CHF | 22'388 CHF | 99.80% | 99.80% |
05.07.2024 | 6.94% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 258'236 | 100'000 | 50'599 CHF | 21'063 CHF | 99.53% | 99.53% |
04.07.2024 | 6.03% | 0.22 CHF | 0.24 CHF | 230'000 | 100'000 | 229'246 | 100'000 | 50'567 CHF | 23'447 CHF | 99.58% | 99.58% |
03.07.2024 | 6.50% | 0.20 CHF | 0.22 CHF | 250'000 | 100'000 | 245'127 | 100'000 | 50'401 CHF | 21'981 CHF | 99.50% | 99.50% |
02.07.2024 | 5.74% | 0.23 CHF | 0.25 CHF | 220'000 | 100'000 | 218'694 | 100'000 | 50'424 CHF | 24'494 CHF | 98.29% | 98.29% |