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 | 4.87% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 187'724 | 100'000 | 51'461 CHF | 28'835 CHF | 89.98% | 89.98% |
12.07.2024 | 5.10% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 192'144 | 100'000 | 51'450 CHF | 28'186 CHF | 87.00% | 87.00% |
11.07.2024 | 5.17% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 184'927 | 100'000 | 51'344 CHF | 29'271 CHF | 91.65% | 91.65% |
10.07.2024 | 5.27% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 200'482 | 100'000 | 50'391 CHF | 26'500 CHF | 99.39% | 99.39% |
09.07.2024 | 8.67% | 0.24 CHF | 0.26 CHF | 210'000 | 100'000 | 79'808 | 59'457 | 19'333 CHF | 15'634 CHF | 97.89% | 97.89% |
08.07.2024 | 5.45% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 213'433 | 100'000 | 50'457 CHF | 24'981 CHF | 100.00% | 100.00% |
05.07.2024 | 5.92% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 224'012 | 100'000 | 50'556 CHF | 23'976 CHF | 99.53% | 99.53% |
04.07.2024 | 5.99% | 0.24 CHF | 0.26 CHF | 210'000 | 100'000 | 207'485 | 100'000 | 50'286 CHF | 25'747 CHF | 99.58% | 99.58% |
03.07.2024 | 6.27% | 0.23 CHF | 0.25 CHF | 220'000 | 100'000 | 220'730 | 100'000 | 50'564 CHF | 24'413 CHF | 99.50% | 99.50% |
02.07.2024 | 4.99% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 203'466 | 100'000 | 50'729 CHF | 26'229 CHF | 97.02% | 97.02% |