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 | 7.28% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 265'734 | 50'000 | 50'538 CHF | 10'280 CHF | 97.10% | 97.10% |
12.07.2024 | 7.54% | 0.19 CHF | 0.21 CHF | 270'000 | 50'000 | 281'945 | 50'000 | 50'733 CHF | 9'713 CHF | 94.50% | 94.50% |
11.07.2024 | 7.69% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 276'397 | 50'000 | 50'702 CHF | 9'958 CHF | 98.99% | 98.99% |
10.07.2024 | 7.63% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 314'776 | 50'000 | 51'107 CHF | 8'773 CHF | 100.00% | 100.00% |
09.07.2024 | 8.27% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 295'507 | 50'000 | 50'876 CHF | 9'371 CHF | 100.00% | 100.00% |
08.07.2024 | 6.31% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 248'725 | 50'000 | 50'357 CHF | 10'803 CHF | 100.00% | 100.00% |
05.07.2024 | 6.59% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 243'837 | 50'000 | 50'447 CHF | 11'071 CHF | 98.87% | 98.87% |
04.07.2024 | 5.38% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 196'940 | 50'000 | 51'281 CHF | 13'759 CHF | 100.00% | 100.00% |
03.07.2024 | 5.56% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 212'594 | 50'000 | 50'419 CHF | 12'549 CHF | 99.73% | 99.73% |
02.07.2024 | 6.10% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 226'094 | 50'000 | 50'484 CHF | 11'900 CHF | 99.94% | 99.94% |