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 | 2.99% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 159'638 | 75'000 | 52'565 CHF | 25'448 CHF | 98.02% | 98.02% |
12.07.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 161'820 | 75'000 | 51'551 CHF | 24'650 CHF | 99.01% | 99.01% |
11.07.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 170'665 | 75'000 | 51'216 CHF | 23'272 CHF | 99.08% | 99.08% |
10.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 180'000 | 75'000 | 180'061 | 75'000 | 50'490 CHF | 21'780 CHF | 100.00% | 100.00% |
09.07.2024 | 3.80% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 199'885 | 75'000 | 51'582 CHF | 20'105 CHF | 91.48% | 91.48% |
08.07.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 203'080 | 75'000 | 202'729 | 75'000 | 48'001 CHF | 18'509 CHF | 95.18% | 95.18% |
05.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 203'496 | 75'000 | 203'259 | 75'000 | 48'633 CHF | 18'695 CHF | 98.98% | 98.98% |
04.07.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 204'092 | 75'000 | 204'543 | 75'000 | 48'305 CHF | 18'463 CHF | 100.00% | 100.00% |
03.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 205'008 | 75'000 | 206'177 | 75'000 | 47'425 CHF | 18'002 CHF | 100.00% | 100.00% |
02.07.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 206'516 | 75'000 | 206'468 | 75'000 | 47'416 CHF | 17'974 CHF | 100.00% | 100.00% |