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 | 5.88% | 0.15 CHF | 0.16 CHF | 229'890 | 75'000 | 216'892 | 75'000 | 35'904 CHF | 13'197 CHF | 88.75% | 88.75% |
12.07.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 217'219 | 75'000 | 217'038 | 75'000 | 36'814 CHF | 13'476 CHF | 97.87% | 97.87% |
11.07.2024 | 5.86% | 0.17 CHF | 0.18 CHF | 200'698 | 75'000 | 209'934 | 75'000 | 34'816 CHF | 13'196 CHF | 89.97% | 89.97% |
10.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 225'436 | 75'000 | 226'240 | 75'000 | 31'791 CHF | 11'299 CHF | 100.00% | 100.00% |
09.07.2024 | 5.38% | 0.16 CHF | 0.17 CHF | 206'807 | 75'000 | 199'115 | 75'000 | 36'047 CHF | 14'347 CHF | 98.10% | 98.10% |
08.07.2024 | 5.05% | 0.20 CHF | 0.21 CHF | 189'889 | 75'000 | 195'231 | 75'000 | 37'728 CHF | 15'271 CHF | 83.36% | 83.36% |
05.07.2024 | 5.21% | 0.18 CHF | 0.19 CHF | 201'529 | 75'000 | 201'351 | 75'000 | 37'715 CHF | 14'808 CHF | 82.36% | 82.36% |
04.07.2024 | 5.21% | 0.19 CHF | 0.20 CHF | 197'520 | 75'000 | 200'211 | 75'000 | 37'456 CHF | 14'787 CHF | 85.15% | 85.15% |
03.07.2024 | 5.43% | 0.19 CHF | 0.20 CHF | 206'096 | 75'000 | 210'882 | 75'000 | 37'852 CHF | 14'225 CHF | 90.45% | 90.45% |
02.07.2024 | 6.99% | 0.15 CHF | 0.16 CHF | 231'726 | 75'000 | 249'279 | 75'000 | 34'470 CHF | 11'145 CHF | 84.29% | 84.29% |