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 | 7.61% | 0.38 CHF | 0.41 CHF | 118'311 | 75'000 | 118'746 | 75'000 | 45'089 CHF | 30'753 CHF | 99.72% | 99.72% |
12.07.2024 | 8.40% | 0.36 CHF | 0.39 CHF | 124'655 | 75'000 | 124'091 | 75'000 | 43'023 CHF | 28'290 CHF | 99.01% | 99.01% |
11.07.2024 | 9.01% | 0.36 CHF | 0.39 CHF | 122'861 | 75'000 | 130'580 | 75'000 | 41'564 CHF | 26'135 CHF | 99.08% | 99.08% |
10.07.2024 | 8.88% | 0.32 CHF | 0.35 CHF | 130'187 | 75'000 | 130'223 | 75'000 | 42'049 CHF | 26'472 CHF | 100.00% | 100.00% |
09.07.2024 | 8.88% | 0.32 CHF | 0.35 CHF | 132'447 | 75'000 | 130'605 | 75'000 | 42'188 CHF | 26'482 CHF | 100.00% | 100.00% |
08.07.2024 | 9.19% | 0.31 CHF | 0.34 CHF | 136'170 | 75'000 | 134'306 | 75'000 | 41'843 CHF | 25'619 CHF | 100.00% | 100.00% |
05.07.2024 | 9.23% | 0.31 CHF | 0.34 CHF | 136'921 | 75'000 | 135'752 | 75'000 | 42'117 CHF | 25'520 CHF | 98.86% | 98.86% |
04.07.2024 | 8.98% | 0.31 CHF | 0.34 CHF | 134'230 | 75'000 | 131'686 | 75'000 | 42'055 CHF | 26'210 CHF | 100.00% | 100.00% |
03.07.2024 | 9.75% | 0.31 CHF | 0.34 CHF | 135'868 | 75'000 | 141'832 | 75'000 | 41'438 CHF | 24'165 CHF | 99.82% | 99.82% |
02.07.2024 | 9.09% | 0.28 CHF | 0.31 CHF | 141'562 | 75'000 | 149'671 | 75'000 | 38'757 CHF | 21'305 CHF | 100.00% | 100.00% |