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 | 12.43% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 666'338 | 344'366 | 50'303 CHF | 29'434 CHF | 100.00% | 100.00% |
12.07.2024 | 12.22% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 651'935 | 340'870 | 50'187 CHF | 29'636 CHF | 98.45% | 98.45% |
11.07.2024 | 9.64% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 507'907 | 400'488 | 50'169 CHF | 44'711 CHF | 98.20% | 98.20% |
10.07.2024 | 2.83% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 157'622 | 157'622 | 54'873 CHF | 56'450 CHF | 99.78% | 99.78% |
09.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 172'977 | 172'975 | 56'136 CHF | 57'865 CHF | 100.00% | 100.00% |
08.07.2024 | 3.30% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 177'139 | 177'139 | 52'806 CHF | 54'577 CHF | 98.97% | 98.97% |
05.07.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 197'110 | 197'111 | 53'645 CHF | 55'617 CHF | 100.00% | 100.00% |
04.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 194'732 | 194'730 | 53'783 CHF | 55'729 CHF | 98.16% | 98.16% |
03.07.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'581 | 200'580 | 52'043 CHF | 54'048 CHF | 100.00% | 100.00% |
02.07.2024 | 4.50% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 243'135 | 243'135 | 52'876 CHF | 55'307 CHF | 100.00% | 100.00% |