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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 8.49% | 0.24 CHF | 0.27 CHF | 210'000 | 75'000 | 200'923 | 75'000 | 50'095 CHF | 20'362 CHF | 99.01% | 99.01% |
11.07.2024 | 8.38% | 0.23 CHF | 0.25 CHF | 220'000 | 75'000 | 211'495 | 75'000 | 50'401 CHF | 19'451 CHF | 87.65% | 87.65% |
10.07.2024 | 10.60% | 0.21 CHF | 0.23 CHF | 240'000 | 75'000 | 268'519 | 75'000 | 50'966 CHF | 15'843 CHF | 100.00% | 100.00% |
09.07.2024 | 9.97% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 259'676 | 75'000 | 50'629 CHF | 16'173 CHF | 100.00% | 100.00% |
08.07.2024 | 10.56% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 272'363 | 75'000 | 51'070 CHF | 15'646 CHF | 99.71% | 99.71% |
05.07.2024 | 10.17% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 272'082 | 75'000 | 51'113 CHF | 15'603 CHF | 98.81% | 98.81% |
04.07.2024 | 10.40% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 273'438 | 75'000 | 51'033 CHF | 15'540 CHF | 100.00% | 100.00% |
03.07.2024 | 11.20% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 297'562 | 75'000 | 50'927 CHF | 14'366 CHF | 99.73% | 99.73% |
02.07.2024 | 11.74% | 0.17 CHF | 0.19 CHF | 300'000 | 75'000 | 310'488 | 75'000 | 51'105 CHF | 13'896 CHF | 100.00% | 100.00% |
01.07.2024 | 11.31% | 0.18 CHF | 0.20 CHF | 280'000 | 75'000 | 298'528 | 75'000 | 50'901 CHF | 14'338 CHF | 91.10% | 91.10% |