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 | 3.66% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 82'790 | 55'185 | 32'960 CHF | 22'930 CHF | 95.94% | 95.94% |
12.07.2024 | 5.39% | 0.40 CHF | 0.42 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 13'020 CHF | 13'738 CHF | 99.01% | 99.01% |
11.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 150'808 | 75'000 | 51'776 CHF | 26'512 CHF | 98.25% | 98.25% |
10.07.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 164'396 | 75'000 | 51'901 CHF | 24'462 CHF | 100.00% | 100.00% |
09.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 168'658 | 75'000 | 51'681 CHF | 23'749 CHF | 90.00% | 90.00% |
08.07.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 170'190 | 75'000 | 51'658 CHF | 23'521 CHF | 99.89% | 99.89% |
05.07.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 160'520 | 75'000 | 52'132 CHF | 25'131 CHF | 98.61% | 98.61% |
04.07.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 179'556 | 75'000 | 51'928 CHF | 22'442 CHF | 97.48% | 97.48% |
03.07.2024 | 4.27% | 0.25 CHF | 0.26 CHF | 200'000 | 75'000 | 220'243 | 75'000 | 50'463 CHF | 17'982 CHF | 99.71% | 99.71% |
02.07.2024 | 5.06% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 263'214 | 75'000 | 50'719 CHF | 15'319 CHF | 95.87% | 95.87% |