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 | 8.48% | 0.34 CHF | 0.37 CHF | 150'000 | 75'000 | 113'314 | 61'539 | 37'827 CHF | 22'262 CHF | 92.99% | 92.99% |
12.07.2024 | 7.29% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 152'402 | 75'000 | 51'575 CHF | 27'331 CHF | 99.38% | 99.38% |
11.07.2024 | 5.43% | 0.33 CHF | 0.36 CHF | 160'000 | 75'000 | 170'586 | 75'000 | 51'538 CHF | 23'989 CHF | 99.15% | 99.15% |
10.07.2024 | 5.52% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 181'822 | 75'000 | 50'607 CHF | 22'067 CHF | 100.00% | 100.00% |
09.07.2024 | 5.44% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 181'360 | 75'000 | 50'522 CHF | 22'068 CHF | 100.00% | 100.00% |
08.07.2024 | 5.48% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 180'000 | 75'000 | 51'247 CHF | 22'555 CHF | 100.00% | 100.00% |
05.07.2024 | 5.61% | 0.28 CHF | 0.30 CHF | 180'000 | 75'000 | 178'004 | 75'000 | 51'764 CHF | 23'080 CHF | 99.62% | 99.62% |
04.07.2024 | 5.40% | 0.29 CHF | 0.31 CHF | 180'000 | 75'000 | 172'037 | 75'000 | 51'579 CHF | 23'741 CHF | 100.00% | 100.00% |
03.07.2024 | 5.27% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 175'438 | 75'000 | 51'604 CHF | 23'268 CHF | 99.73% | 99.73% |
02.07.2024 | 4.93% | 0.30 CHF | 0.32 CHF | 170'000 | 75'000 | 181'203 | 75'000 | 51'368 CHF | 22'426 CHF | 100.00% | 100.00% |