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 | 4.39% | 0.21 CHF | 0.22 CHF | 213'348 | 75'000 | 208'687 | 75'000 | 46'478 CHF | 17'465 CHF | 98.72% | 98.72% |
12.07.2024 | 4.54% | 0.24 CHF | 0.25 CHF | 205'835 | 75'000 | 218'006 | 75'000 | 46'992 CHF | 16'932 CHF | 90.66% | 90.66% |
11.07.2024 | 4.83% | 0.22 CHF | 0.23 CHF | 210'888 | 75'000 | 228'225 | 75'000 | 46'191 CHF | 15'954 CHF | 99.15% | 99.15% |
10.07.2024 | 5.42% | 0.19 CHF | 0.20 CHF | 244'090 | 75'000 | 245'757 | 75'000 | 44'183 CHF | 14'240 CHF | 100.00% | 100.00% |
09.07.2024 | 5.03% | 0.17 CHF | 0.18 CHF | 251'075 | 75'000 | 234'266 | 75'000 | 45'423 CHF | 15'313 CHF | 100.00% | 100.00% |
08.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 238'881 | 75'000 | 236'025 | 75'000 | 46'996 CHF | 15'700 CHF | 100.00% | 100.00% |
05.07.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 224'959 | 75'000 | 213'270 | 75'000 | 49'549 CHF | 18'224 CHF | 50.05% | 50.05% |
04.07.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 224'168 | 75'000 | 219'952 | 75'000 | 50'142 CHF | 17'847 CHF | 57.31% | 57.31% |
03.07.2024 | 4.90% | 0.21 CHF | 0.22 CHF | 243'010 | 75'000 | 237'866 | 75'000 | 47'355 CHF | 15'695 CHF | 75.90% | 75.90% |
02.07.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 270'814 | 75'000 | 274'370 | 75'000 | 44'386 CHF | 12'886 CHF | 100.00% | 100.00% |