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 | 8.73% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 214'934 | 75'000 | 50'326 CHF | 19'243 CHF | 95.22% | 95.22% |
12.07.2024 | 8.57% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 209'468 | 75'000 | 50'342 CHF | 19'654 CHF | 99.01% | 99.01% |
11.07.2024 | 8.92% | 0.21 CHF | 0.23 CHF | 240'000 | 75'000 | 225'640 | 75'000 | 50'535 CHF | 18'395 CHF | 89.99% | 89.99% |
10.07.2024 | 12.76% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 325'540 | 75'000 | 51'047 CHF | 13'396 CHF | 100.00% | 100.00% |
09.07.2024 | 11.70% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 309'507 | 75'000 | 51'089 CHF | 13'931 CHF | 100.00% | 100.00% |
08.07.2024 | 12.36% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 326'894 | 75'000 | 51'050 CHF | 13'285 CHF | 99.71% | 99.71% |
05.07.2024 | 12.23% | 0.14 CHF | 0.17 CHF | 360'000 | 75'000 | 325'683 | 75'000 | 51'111 CHF | 13'318 CHF | 97.38% | 97.38% |
04.07.2024 | 12.56% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 329'528 | 75'000 | 51'057 CHF | 13'198 CHF | 100.00% | 100.00% |
03.07.2024 | 13.99% | 0.13 CHF | 0.15 CHF | 390'000 | 75'000 | 369'289 | 75'000 | 50'493 CHF | 11'810 CHF | 99.73% | 99.73% |
02.07.2024 | 14.72% | 0.14 CHF | 0.16 CHF | 360'000 | 75'000 | 386'742 | 75'000 | 50'618 CHF | 11'391 CHF | 100.00% | 100.00% |