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 | 6.28% | 0.15 CHF | 0.16 CHF | 340'000 | 20'000 | 330'464 | 20'000 | 50'991 CHF | 3'295 CHF | 89.04% | 89.04% |
12.07.2024 | 6.18% | 0.15 CHF | 0.16 CHF | 340'000 | 10'000 | 325'050 | 10'000 | 50'957 CHF | 1'676 CHF | 96.83% | 96.83% |
11.07.2024 | 5.96% | 0.18 CHF | 0.19 CHF | 280'000 | 20'000 | 313'131 | 20'000 | 50'943 CHF | 3'472 CHF | 99.08% | 99.08% |
10.07.2024 | 6.24% | 0.15 CHF | 0.16 CHF | 340'000 | 20'000 | 329'120 | 20'000 | 51'094 CHF | 3'309 CHF | 99.42% | 99.42% |
09.07.2024 | 5.80% | 0.16 CHF | 0.17 CHF | 320'000 | 20'000 | 304'802 | 20'000 | 50'997 CHF | 3'552 CHF | 99.90% | 99.90% |
08.07.2024 | 5.47% | 0.16 CHF | 0.17 CHF | 320'000 | 10'000 | 284'981 | 10'000 | 50'682 CHF | 1'882 CHF | 100.00% | 100.00% |
05.07.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 280'000 | 20'000 | 276'127 | 20'000 | 50'825 CHF | 3'884 CHF | 98.65% | 98.65% |
04.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 320'000 | 20'000 | 317'783 | 20'000 | 51'175 CHF | 3'422 CHF | 100.00% | 100.00% |
03.07.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 360'000 | 20'000 | 369'960 | 20'000 | 50'499 CHF | 2'934 CHF | 82.74% | 82.74% |
02.07.2024 | 8.33% | 0.13 CHF | 0.14 CHF | 390'000 | 20'000 | 439'264 | 20'000 | 50'548 CHF | 2'509 CHF | 98.40% | 98.40% |