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 | 6.47% | 0.34 CHF | 0.36 CHF | 150'000 | 75'000 | 106'596 | 59'570 | 35'594 CHF | 21'030 CHF | 81.12% | 81.12% |
12.07.2024 | 5.09% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 151'819 | 75'000 | 51'525 CHF | 26'806 CHF | 81.69% | 81.69% |
11.07.2024 | 5.32% | 0.33 CHF | 0.35 CHF | 157'740 | 75'000 | 162'081 | 75'000 | 47'140 CHF | 23'022 CHF | 78.49% | 78.49% |
10.07.2024 | 6.42% | 0.27 CHF | 0.29 CHF | 164'006 | 75'000 | 164'534 | 75'000 | 43'746 CHF | 21'264 CHF | 100.00% | 100.00% |
09.07.2024 | 5.91% | 0.25 CHF | 0.27 CHF | 165'743 | 75'000 | 164'580 | 75'000 | 43'732 CHF | 21'143 CHF | 100.00% | 100.00% |
08.07.2024 | 5.82% | 0.26 CHF | 0.28 CHF | 164'623 | 75'000 | 163'354 | 75'000 | 44'701 CHF | 21'753 CHF | 100.00% | 100.00% |
05.07.2024 | 5.63% | 0.27 CHF | 0.29 CHF | 164'418 | 75'000 | 163'235 | 75'000 | 45'952 CHF | 22'338 CHF | 99.62% | 99.62% |
04.07.2024 | 5.40% | 0.29 CHF | 0.30 CHF | 163'100 | 75'000 | 162'721 | 75'000 | 47'411 CHF | 23'067 CHF | 100.00% | 100.00% |
03.07.2024 | 5.95% | 0.28 CHF | 0.30 CHF | 164'035 | 75'000 | 164'137 | 75'000 | 46'028 CHF | 22'325 CHF | 99.73% | 99.73% |
02.07.2024 | 6.21% | 0.29 CHF | 0.30 CHF | 163'677 | 75'000 | 166'259 | 75'000 | 43'510 CHF | 20'893 CHF | 86.18% | 86.18% |