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 | 3.81% | 0.39 CHF | 0.41 CHF | 130'000 | 7'500 | 117'878 | 7'500 | 52'220 CHF | 3'459 CHF | 95.22% | 95.22% |
12.07.2024 | 3.68% | 0.47 CHF | 0.48 CHF | 110'000 | 7'500 | 107'117 | 7'500 | 51'549 CHF | 3'749 CHF | 99.01% | 99.01% |
11.07.2024 | 3.53% | 0.45 CHF | 0.47 CHF | 120'000 | 7'500 | 116'334 | 7'500 | 52'160 CHF | 3'488 CHF | 97.34% | 97.34% |
10.07.2024 | 4.78% | 0.37 CHF | 0.38 CHF | 140'000 | 7'500 | 146'904 | 7'500 | 51'695 CHF | 2'771 CHF | 100.00% | 100.00% |
09.07.2024 | 4.68% | 0.37 CHF | 0.39 CHF | 140'000 | 7'500 | 145'536 | 7'500 | 51'714 CHF | 2'795 CHF | 100.00% | 100.00% |
08.07.2024 | 4.72% | 0.36 CHF | 0.37 CHF | 140'000 | 7'500 | 146'041 | 7'500 | 51'639 CHF | 2'783 CHF | 93.45% | 93.45% |
05.07.2024 | 4.93% | 0.35 CHF | 0.37 CHF | 150'000 | 7'500 | 151'084 | 7'500 | 51'847 CHF | 2'708 CHF | 98.81% | 98.81% |
04.07.2024 | 4.84% | 0.33 CHF | 0.35 CHF | 160'000 | 7'500 | 161'751 | 7'500 | 52'110 CHF | 2'540 CHF | 100.00% | 100.00% |
03.07.2024 | 6.08% | 0.27 CHF | 0.28 CHF | 190'000 | 7'500 | 190'531 | 7'500 | 50'917 CHF | 2'135 CHF | 99.73% | 99.73% |
02.07.2024 | 5.97% | 0.26 CHF | 0.27 CHF | 200'000 | 7'500 | 201'601 | 7'500 | 50'825 CHF | 2'008 CHF | 100.00% | 100.00% |