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 | 6.09% | 0.24 CHF | 0.26 CHF | 202'424 | 50'000 | 197'071 | 50'000 | 49'326 CHF | 13'305 CHF | 82.60% | 82.60% |
12.07.2024 | 4.55% | 0.26 CHF | 0.27 CHF | 193'315 | 50'000 | 197'501 | 50'000 | 49'784 CHF | 13'195 CHF | 72.38% | 72.38% |
11.07.2024 | 7.39% | 0.25 CHF | 0.27 CHF | 198'653 | 50'000 | 201'113 | 50'000 | 48'563 CHF | 13'002 CHF | 78.02% | 78.02% |
10.07.2024 | 6.67% | 0.24 CHF | 0.26 CHF | 201'940 | 50'000 | 200'138 | 50'000 | 49'361 CHF | 13'183 CHF | 100.00% | 100.00% |
09.07.2024 | 6.76% | 0.25 CHF | 0.26 CHF | 199'977 | 50'000 | 198'133 | 50'000 | 50'316 CHF | 13'590 CHF | 100.00% | 100.00% |
08.07.2024 | 5.93% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 200'343 | 50'000 | 49'880 CHF | 13'212 CHF | 99.45% | 99.45% |
05.07.2024 | 6.45% | 0.23 CHF | 0.24 CHF | 210'095 | 50'000 | 210'660 | 50'000 | 48'820 CHF | 12'362 CHF | 99.62% | 99.62% |
04.07.2024 | 7.75% | 0.23 CHF | 0.25 CHF | 208'850 | 50'000 | 205'857 | 50'000 | 49'071 CHF | 12'887 CHF | 92.35% | 92.35% |
03.07.2024 | 5.99% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 200'307 | 50'000 | 49'966 CHF | 13'245 CHF | 87.34% | 87.34% |
02.07.2024 | 7.29% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 208'904 | 50'000 | 50'340 CHF | 12'964 CHF | 73.56% | 73.56% |