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 | 5.48% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 204'320 | 75'000 | 50'733 CHF | 19'838 CHF | 95.53% | 95.53% |
12.07.2024 | 5.05% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 200'808 | 75'000 | 50'544 CHF | 19'884 CHF | 91.67% | 91.67% |
11.07.2024 | 5.51% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 219'316 | 75'000 | 50'474 CHF | 18'278 CHF | 95.84% | 95.84% |
10.07.2024 | 6.65% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 267'972 | 75'000 | 50'628 CHF | 15'216 CHF | 99.58% | 99.58% |
09.07.2024 | 5.68% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 244'121 | 75'000 | 50'443 CHF | 16'449 CHF | 94.75% | 94.75% |
08.07.2024 | 6.21% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 242'402 | 75'000 | 50'277 CHF | 16'568 CHF | 97.32% | 97.32% |
05.07.2024 | 5.50% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 220'197 | 75'000 | 50'496 CHF | 18'210 CHF | 98.55% | 98.55% |
04.07.2024 | 5.87% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 243'191 | 100'000 | 50'612 CHF | 22'245 CHF | 99.99% | 99.99% |
03.07.2024 | 6.07% | 0.18 CHF | 0.20 CHF | 280'000 | 100'000 | 260'383 | 100'000 | 50'560 CHF | 20'658 CHF | 98.59% | 98.59% |
02.07.2024 | 7.57% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 314'066 | 100'000 | 51'108 CHF | 17'581 CHF | 100.00% | 100.00% |