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 | 5.81% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 108'679 | 62'281 | 38'662 CHF | 23'325 CHF | 98.41% | 98.41% |
12.07.2024 | 4.40% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 141'509 | 75'000 | 51'432 CHF | 28'506 CHF | 76.28% | 76.28% |
11.07.2024 | 5.32% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 160'822 | 75'000 | 49'554 CHF | 24'426 CHF | 60.80% | 60.80% |
10.07.2024 | 5.57% | 0.29 CHF | 0.31 CHF | 164'124 | 75'000 | 164'507 | 75'000 | 47'254 CHF | 22'777 CHF | 100.00% | 100.00% |
09.07.2024 | 5.56% | 0.27 CHF | 0.29 CHF | 165'794 | 75'000 | 164'638 | 75'000 | 47'154 CHF | 22'709 CHF | 100.00% | 100.00% |
08.07.2024 | 5.80% | 0.29 CHF | 0.30 CHF | 164'555 | 75'000 | 163'443 | 75'000 | 48'085 CHF | 23'383 CHF | 100.00% | 100.00% |
05.07.2024 | 5.50% | 0.29 CHF | 0.31 CHF | 163'973 | 75'000 | 163'373 | 75'000 | 49'094 CHF | 23'813 CHF | 87.04% | 87.04% |
04.07.2024 | 5.00% | 0.31 CHF | 0.32 CHF | 163'235 | 75'000 | 162'192 | 75'000 | 50'446 CHF | 24'529 CHF | 74.08% | 74.08% |
03.07.2024 | 5.89% | 0.30 CHF | 0.32 CHF | 163'661 | 75'000 | 164'236 | 75'000 | 49'029 CHF | 23'752 CHF | 84.82% | 84.82% |
02.07.2024 | 6.35% | 0.32 CHF | 0.33 CHF | 163'462 | 75'000 | 166'679 | 75'000 | 46'356 CHF | 22'234 CHF | 77.52% | 77.52% |