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 | 6.30% | 0.20 CHF | 0.21 CHF | 250'000 | 75'000 | 250'650 | 75'000 | 50'147 CHF | 15'993 CHF | 99.72% | 99.72% |
12.07.2024 | 6.98% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 255'370 | 75'000 | 50'476 CHF | 15'918 CHF | 98.16% | 98.16% |
11.07.2024 | 5.87% | 0.22 CHF | 0.23 CHF | 230'000 | 75'000 | 241'969 | 75'000 | 50'318 CHF | 16'554 CHF | 98.54% | 98.54% |
10.07.2024 | 9.20% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 269'920 | 94'141 | 45'799 CHF | 17'357 CHF | 100.00% | 100.00% |
09.07.2024 | 8.11% | 0.17 CHF | 0.19 CHF | 300'000 | 100'000 | 296'768 | 100'000 | 50'869 CHF | 18'612 CHF | 100.00% | 100.00% |
08.07.2024 | 6.80% | 0.18 CHF | 0.19 CHF | 280'000 | 75'000 | 265'449 | 75'000 | 50'904 CHF | 15'413 CHF | 100.00% | 100.00% |
05.07.2024 | 6.12% | 0.21 CHF | 0.22 CHF | 240'000 | 75'000 | 236'679 | 75'000 | 50'436 CHF | 17'007 CHF | 98.89% | 98.89% |
04.07.2024 | 5.36% | 0.21 CHF | 0.23 CHF | 240'000 | 75'000 | 238'953 | 75'000 | 50'421 CHF | 16'702 CHF | 100.00% | 100.00% |
03.07.2024 | 5.44% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 245'474 | 100'000 | 50'415 CHF | 21'708 CHF | 100.00% | 100.00% |
02.07.2024 | 7.34% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 303'427 | 100'000 | 50'924 CHF | 18'103 CHF | 100.00% | 100.00% |