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 | 6.26% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 263'720 | 75'000 | 50'491 CHF | 15'365 CHF | 95.53% | 95.53% |
12.07.2024 | 6.59% | 0.21 CHF | 0.23 CHF | 240'000 | 75'000 | 258'702 | 75'000 | 50'647 CHF | 15'708 CHF | 91.67% | 91.67% |
11.07.2024 | 6.83% | 0.19 CHF | 0.20 CHF | 270'000 | 75'000 | 278'824 | 75'000 | 50'977 CHF | 14'701 CHF | 95.83% | 95.83% |
10.07.2024 | 8.04% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 325'931 | 75'000 | 51'048 CHF | 12'761 CHF | 99.58% | 99.58% |
09.07.2024 | 7.44% | 0.15 CHF | 0.17 CHF | 340'000 | 75'000 | 307'352 | 75'000 | 51'017 CHF | 13'439 CHF | 94.84% | 94.84% |
08.07.2024 | 8.14% | 0.16 CHF | 0.18 CHF | 320'000 | 75'000 | 309'175 | 75'000 | 51'082 CHF | 13'456 CHF | 97.95% | 97.95% |
05.07.2024 | 7.21% | 0.17 CHF | 0.18 CHF | 300'000 | 75'000 | 281'536 | 75'000 | 50'750 CHF | 14'552 CHF | 98.68% | 98.68% |
04.07.2024 | 7.70% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 307'015 | 100'000 | 50'849 CHF | 17'979 CHF | 100.00% | 100.00% |
03.07.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 340'000 | 100'000 | 325'329 | 100'000 | 51'147 CHF | 16'912 CHF | 98.59% | 98.59% |
02.07.2024 | 9.84% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 370'190 | 100'000 | 50'528 CHF | 15'082 CHF | 100.00% | 100.00% |