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 | 4.04% | 0.23 CHF | 0.24 CHF | 220'000 | 25'000 | 208'916 | 25'000 | 50'706 CHF | 6'329 CHF | 97.09% | 97.09% |
12.07.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 205'714 | 25'000 | 50'574 CHF | 6'403 CHF | 99.01% | 99.01% |
11.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 191'013 | 25'000 | 51'333 CHF | 6'975 CHF | 99.09% | 99.09% |
10.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 25'000 | 199'912 | 25'000 | 51'994 CHF | 6'752 CHF | 100.00% | 100.00% |
09.07.2024 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 25'000 | 190'213 | 25'000 | 51'265 CHF | 6'995 CHF | 100.00% | 100.00% |
08.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 180'000 | 25'000 | 173'283 | 25'000 | 51'352 CHF | 7'662 CHF | 100.00% | 100.00% |
05.07.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 170'605 | 25'000 | 51'934 CHF | 7'862 CHF | 61.81% | 61.81% |
04.07.2024 | 5.80% | 0.27 CHF | 0.28 CHF | 190'000 | 25'000 | 25'703 | 13'430 | 6'917 CHF | 3'812 CHF | 100.00% | 100.00% |
03.07.2024 | 6.14% | 0.28 CHF | 0.30 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'549 CHF | 3'774 CHF | 99.73% | 99.73% |
02.07.2024 | 6.47% | 0.26 CHF | 0.28 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'174 CHF | 3'386 CHF | 100.00% | 100.00% |