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 | 6.11% | 0.15 CHF | 0.16 CHF | 345'662 | 50'000 | 309'102 | 50'000 | 50'761 CHF | 8'757 CHF | 56.43% | 56.43% |
12.07.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 279'469 | 50'000 | 50'630 CHF | 9'600 CHF | 98.77% | 98.77% |
11.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 255'950 | 50'000 | 50'463 CHF | 10'392 CHF | 99.09% | 99.09% |
10.07.2024 | 5.56% | 0.18 CHF | 0.20 CHF | 280'000 | 50'000 | 276'303 | 50'000 | 50'700 CHF | 9'709 CHF | 100.00% | 100.00% |
09.07.2024 | 5.00% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 247'749 | 50'000 | 50'350 CHF | 10'698 CHF | 100.00% | 100.00% |
08.07.2024 | 4.59% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 226'809 | 50'000 | 50'540 CHF | 11'692 CHF | 100.00% | 100.00% |
05.07.2024 | 5.89% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 291'164 | 50'000 | 50'701 CHF | 9'291 CHF | 98.86% | 98.86% |
04.07.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 333'593 | 50'000 | 51'028 CHF | 8'170 CHF | 100.00% | 100.00% |
03.07.2024 | 6.61% | 0.14 CHF | 0.15 CHF | 383'838 | 50'000 | 345'557 | 50'000 | 50'835 CHF | 7'864 CHF | 86.79% | 86.79% |
02.07.2024 | 6.99% | 0.15 CHF | 0.17 CHF | 340'000 | 50'000 | 351'689 | 50'000 | 50'657 CHF | 7'731 CHF | 62.22% | 62.22% |