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 | 5.26% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 137'667 | 75'000 | 51'808 CHF | 29'826 CHF | 95.44% | 95.44% |
12.07.2024 | 5.23% | 0.37 CHF | 0.39 CHF | 140'000 | 75'000 | 143'176 | 75'000 | 51'195 CHF | 28'286 CHF | 98.90% | 98.90% |
11.07.2024 | 5.01% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 132'393 | 75'000 | 51'954 CHF | 30'962 CHF | 94.10% | 94.10% |
10.07.2024 | 4.59% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 142'159 | 75'000 | 51'495 CHF | 28'468 CHF | 100.00% | 100.00% |
09.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 151'754 | 75'000 | 51'753 CHF | 26'368 CHF | 100.00% | 100.00% |
08.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 152'042 | 75'000 | 51'743 CHF | 26'300 CHF | 83.70% | 83.70% |
05.07.2024 | 3.48% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 181'960 | 75'000 | 51'437 CHF | 21'969 CHF | 98.86% | 98.86% |
04.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 182'825 | 75'000 | 51'256 CHF | 21'795 CHF | 99.19% | 99.19% |
03.07.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 219'261 | 75'000 | 50'537 CHF | 18'097 CHF | 99.81% | 99.81% |
02.07.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 189'527 | 75'000 | 51'334 CHF | 21'108 CHF | 93.22% | 93.22% |