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 | 3.36% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 183'983 | 183'978 | 53'919 CHF | 55'757 CHF | 100.00% | 100.00% |
12.07.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 182'729 | 182'724 | 54'527 CHF | 56'353 CHF | 98.45% | 98.45% |
11.07.2024 | 4.07% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 220'850 | 220'093 | 52'992 CHF | 55'086 CHF | 98.83% | 98.83% |
10.07.2024 | 11.43% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 614'401 | 317'321 | 50'732 CHF | 29'373 CHF | 99.76% | 99.76% |
09.07.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 582'043 | 308'659 | 51'335 CHF | 30'428 CHF | 100.00% | 100.00% |
08.07.2024 | 9.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 491'274 | 485'489 | 50'444 CHF | 54'761 CHF | 98.97% | 98.97% |
05.07.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 434'000 | 433'994 | 51'308 CHF | 55'648 CHF | 100.00% | 100.00% |
04.07.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 434'590 | 434'574 | 51'101 CHF | 55'445 CHF | 98.16% | 98.16% |
03.07.2024 | 7.49% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 402'721 | 402'717 | 51'798 CHF | 55'825 CHF | 100.00% | 100.00% |
02.07.2024 | 6.55% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 353'345 | 353'342 | 52'169 CHF | 55'702 CHF | 100.00% | 100.00% |