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 | 6.64% | 0.45 CHF | 0.48 CHF | 120'000 | 75'000 | 115'706 | 75'000 | 51'857 CHF | 35'967 CHF | 96.76% | 96.76% |
12.07.2024 | 7.10% | 0.43 CHF | 0.46 CHF | 120'000 | 75'000 | 124'520 | 75'000 | 51'594 CHF | 33'387 CHF | 99.01% | 99.01% |
11.07.2024 | 7.45% | 0.43 CHF | 0.46 CHF | 120'000 | 75'000 | 134'333 | 75'000 | 52'046 CHF | 31'348 CHF | 99.08% | 99.08% |
10.07.2024 | 7.39% | 0.39 CHF | 0.42 CHF | 130'000 | 75'000 | 135'550 | 75'000 | 52'998 CHF | 31'584 CHF | 90.28% | 90.28% |
09.07.2024 | 7.39% | 0.39 CHF | 0.42 CHF | 130'000 | 75'000 | 132'484 | 75'000 | 51'805 CHF | 31'595 CHF | 100.00% | 100.00% |
08.07.2024 | 7.64% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 52'906 CHF | 30'593 CHF | 100.00% | 100.00% |
05.07.2024 | 7.62% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 139'868 | 75'000 | 52'946 CHF | 30'641 CHF | 98.86% | 98.86% |
04.07.2024 | 7.52% | 0.38 CHF | 0.41 CHF | 140'000 | 75'000 | 134'291 | 75'000 | 51'516 CHF | 31'049 CHF | 100.00% | 100.00% |
03.07.2024 | 5.43% | 0.36 CHF | 0.38 CHF | 148'386 | 75'000 | 141'154 | 75'000 | 50'611 CHF | 28'397 CHF | 87.84% | 87.84% |
02.07.2024 | 5.97% | 0.35 CHF | 0.37 CHF | 149'449 | 75'000 | 155'510 | 75'000 | 50'582 CHF | 25'910 CHF | 92.47% | 92.47% |