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 | 5.24% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 269'412 | 50'000 | 50'056 CHF | 9'809 CHF | 96.86% | 96.86% |
12.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 264'886 | 50'000 | 262'823 | 50'000 | 50'431 CHF | 10'099 CHF | 55.84% | 55.84% |
11.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 218'522 | 50'000 | 50'558 CHF | 12'074 CHF | 97.52% | 97.52% |
10.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 219'384 | 50'000 | 50'587 CHF | 12'031 CHF | 100.00% | 100.00% |
09.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 224'207 | 50'000 | 50'593 CHF | 11'790 CHF | 96.35% | 96.35% |
08.07.2024 | 4.10% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 211'209 | 50'000 | 50'418 CHF | 12'440 CHF | 99.52% | 99.52% |
05.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 200'000 | 50'000 | 51'490 CHF | 13'373 CHF | 97.10% | 97.10% |
04.07.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 200'542 | 50'000 | 50'255 CHF | 13'031 CHF | 100.00% | 100.00% |
03.07.2024 | 3.88% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 201'828 | 50'000 | 51'076 CHF | 13'161 CHF | 100.00% | 100.00% |
02.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 210'000 | 50'000 | 210'143 | 50'000 | 50'389 CHF | 12'493 CHF | 94.06% | 94.06% |