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 | 4.25% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 218'692 | 75'000 | 50'351 CHF | 18'113 CHF | 88.82% | 88.82% |
12.07.2024 | 4.30% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 222'111 | 75'000 | 50'494 CHF | 17'858 CHF | 88.13% | 88.13% |
11.07.2024 | 4.98% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 259'225 | 75'000 | 50'693 CHF | 15'492 CHF | 90.85% | 90.85% |
10.07.2024 | 6.13% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 323'454 | 75'000 | 51'149 CHF | 12'621 CHF | 100.00% | 100.00% |
09.07.2024 | 6.16% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 324'341 | 75'000 | 51'019 CHF | 12'587 CHF | 94.95% | 94.95% |
08.07.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 314'841 | 75'000 | 51'133 CHF | 12'943 CHF | 99.31% | 99.31% |
05.07.2024 | 5.17% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 270'323 | 75'000 | 50'947 CHF | 14'921 CHF | 97.54% | 97.54% |
04.07.2024 | 5.39% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 280'637 | 75'000 | 50'643 CHF | 14'296 CHF | 95.45% | 95.45% |
03.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 300'589 | 75'000 | 50'828 CHF | 13'469 CHF | 99.89% | 99.89% |
02.07.2024 | 7.21% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 377'794 | 75'000 | 50'532 CHF | 10'805 CHF | 99.90% | 99.90% |