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 | 3.59% | 0.27 CHF | 0.28 CHF | 189'600 | 75'000 | 185'620 | 75'000 | 50'778 CHF | 21'277 CHF | 56.93% | 56.93% |
12.07.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 190'987 | 75'000 | 50'649 CHF | 20'642 CHF | 66.10% | 66.10% |
11.07.2024 | 3.96% | 0.27 CHF | 0.28 CHF | 191'787 | 75'000 | 194'021 | 75'000 | 48'082 CHF | 19'337 CHF | 94.50% | 94.50% |
10.07.2024 | 4.28% | 0.24 CHF | 0.25 CHF | 195'791 | 75'000 | 196'897 | 75'000 | 44'995 CHF | 17'889 CHF | 100.00% | 100.00% |
09.07.2024 | 4.75% | 0.21 CHF | 0.22 CHF | 199'883 | 75'000 | 200'419 | 75'000 | 41'232 CHF | 16'181 CHF | 100.00% | 100.00% |
08.07.2024 | 5.32% | 0.19 CHF | 0.20 CHF | 202'437 | 75'000 | 202'415 | 75'000 | 37'053 CHF | 14'479 CHF | 100.00% | 100.00% |
05.07.2024 | 5.31% | 0.18 CHF | 0.19 CHF | 203'254 | 75'000 | 203'144 | 75'000 | 37'295 CHF | 14'519 CHF | 98.98% | 98.98% |
04.07.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 205'384 | 75'000 | 205'432 | 75'000 | 36'780 CHF | 14'178 CHF | 100.00% | 100.00% |
03.07.2024 | 5.42% | 0.18 CHF | 0.19 CHF | 205'224 | 75'000 | 205'789 | 75'000 | 36'966 CHF | 14'222 CHF | 100.00% | 100.00% |
02.07.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 206'090 | 75'000 | 205'892 | 75'000 | 36'893 CHF | 14'189 CHF | 100.00% | 100.00% |