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 | 5.84% | 0.24 CHF | 0.25 CHF | 210'000 | 75'000 | 117'623 | 55'183 | 28'749 CHF | 14'370 CHF | 95.95% | 95.95% |
12.07.2024 | 8.31% | 0.25 CHF | 0.27 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 8'254 CHF | 8'969 CHF | 99.01% | 99.01% |
11.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 229'989 | 75'000 | 50'584 CHF | 17'251 CHF | 98.25% | 98.25% |
10.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 247'061 | 75'000 | 50'326 CHF | 16'046 CHF | 100.00% | 100.00% |
09.07.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 249'710 | 75'000 | 50'149 CHF | 15'822 CHF | 94.27% | 94.27% |
08.07.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 254'891 | 75'000 | 50'328 CHF | 15'570 CHF | 99.89% | 99.89% |
05.07.2024 | 4.67% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 240'532 | 75'000 | 50'351 CHF | 16'460 CHF | 98.86% | 98.86% |
04.07.2024 | 5.10% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 267'763 | 75'000 | 51'154 CHF | 15'084 CHF | 97.51% | 97.51% |
03.07.2024 | 5.95% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 313'309 | 75'000 | 51'085 CHF | 13'001 CHF | 99.71% | 99.71% |
02.07.2024 | 6.56% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 344'970 | 75'000 | 50'889 CHF | 11'861 CHF | 99.69% | 99.69% |