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 | 7.92% | 0.26 CHF | 0.28 CHF | 199'998 | 75'000 | 140'442 | 61'457 | 35'682 CHF | 16'739 CHF | 93.27% | 93.27% |
12.07.2024 | 6.67% | 0.26 CHF | 0.28 CHF | 190'000 | 75'000 | 199'601 | 75'000 | 51'157 CHF | 20'573 CHF | 64.08% | 64.08% |
11.07.2024 | 6.89% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 220'326 | 75'000 | 48'679 CHF | 17'810 CHF | 68.35% | 68.35% |
10.07.2024 | 7.84% | 0.21 CHF | 0.22 CHF | 228'303 | 75'000 | 230'273 | 75'000 | 46'940 CHF | 16'534 CHF | 100.00% | 100.00% |
09.07.2024 | 7.60% | 0.19 CHF | 0.21 CHF | 237'987 | 75'000 | 232'622 | 75'000 | 47'322 CHF | 16'461 CHF | 100.00% | 100.00% |
08.07.2024 | 8.07% | 0.20 CHF | 0.22 CHF | 231'945 | 75'000 | 227'897 | 75'000 | 47'708 CHF | 17'024 CHF | 100.00% | 100.00% |
05.07.2024 | 7.47% | 0.21 CHF | 0.22 CHF | 229'141 | 75'000 | 225'111 | 75'000 | 48'296 CHF | 17'341 CHF | 94.43% | 94.43% |
04.07.2024 | 5.90% | 0.22 CHF | 0.23 CHF | 224'733 | 75'000 | 221'615 | 75'000 | 49'613 CHF | 17'815 CHF | 56.16% | 56.16% |
03.07.2024 | 7.76% | 0.22 CHF | 0.23 CHF | 235'490 | 75'000 | 228'330 | 75'000 | 49'852 CHF | 17'702 CHF | 69.57% | 69.57% |
02.07.2024 | 8.34% | 0.23 CHF | 0.24 CHF | 223'780 | 75'000 | 244'167 | 75'000 | 48'657 CHF | 16'286 CHF | 39.26% | 39.26% |