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 | 4.21% | 0.22 CHF | 0.23 CHF | 181'734 | 50'000 | 177'574 | 50'000 | 41'311 CHF | 12'142 CHF | 98.72% | 98.72% |
12.07.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 176'389 | 50'000 | 189'155 | 50'000 | 40'913 CHF | 11'330 CHF | 99.38% | 99.38% |
11.07.2024 | 4.97% | 0.22 CHF | 0.23 CHF | 191'848 | 75'000 | 203'039 | 75'000 | 39'878 CHF | 15'493 CHF | 99.15% | 99.15% |
10.07.2024 | 5.77% | 0.19 CHF | 0.20 CHF | 212'621 | 75'000 | 225'596 | 75'000 | 38'026 CHF | 13'407 CHF | 100.00% | 100.00% |
09.07.2024 | 4.99% | 0.17 CHF | 0.18 CHF | 218'438 | 75'000 | 204'020 | 75'000 | 39'888 CHF | 15'437 CHF | 100.00% | 100.00% |
08.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 200'135 | 50'000 | 198'890 | 50'000 | 41'297 CHF | 10'884 CHF | 100.00% | 100.00% |
05.07.2024 | 3.87% | 0.23 CHF | 0.24 CHF | 193'160 | 50'000 | 177'642 | 50'000 | 45'094 CHF | 13'216 CHF | 99.62% | 99.62% |
04.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 193'104 | 50'000 | 190'148 | 50'000 | 44'049 CHF | 12'083 CHF | 100.00% | 100.00% |
03.07.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 189'880 | 75'000 | 201'927 | 75'000 | 43'779 CHF | 17'023 CHF | 99.73% | 99.73% |
02.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 208'160 | 50'000 | 216'161 | 50'000 | 41'972 CHF | 10'213 CHF | 100.00% | 100.00% |