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 | 8.13% | 0.23 CHF | 0.26 CHF | 220'000 | 50'000 | 193'880 | 50'000 | 51'004 CHF | 14'304 CHF | 98.52% | 98.52% |
12.07.2024 | 7.89% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 194'752 | 50'000 | 51'342 CHF | 14'277 CHF | 94.00% | 94.00% |
11.07.2024 | 7.36% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 185'648 | 50'000 | 50'910 CHF | 14'766 CHF | 86.14% | 86.14% |
10.07.2024 | 8.30% | 0.26 CHF | 0.29 CHF | 200'000 | 50'000 | 198'185 | 50'000 | 51'152 CHF | 14'030 CHF | 90.92% | 90.92% |
09.07.2024 | 7.50% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 180'432 | 50'000 | 51'254 CHF | 15'314 CHF | 98.72% | 98.72% |
08.07.2024 | 8.22% | 0.25 CHF | 0.27 CHF | 200'000 | 50'000 | 202'735 | 50'000 | 50'636 CHF | 13'566 CHF | 99.73% | 99.73% |
05.07.2024 | 8.19% | 0.23 CHF | 0.25 CHF | 220'000 | 50'000 | 205'068 | 50'000 | 50'217 CHF | 13'302 CHF | 99.62% | 99.62% |
04.07.2024 | 8.09% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 200'272 | 50'000 | 50'893 CHF | 13'778 CHF | 98.35% | 98.35% |
03.07.2024 | 8.20% | 0.25 CHF | 0.28 CHF | 200'000 | 50'000 | 202'844 | 50'000 | 50'621 CHF | 13'553 CHF | 99.73% | 99.73% |
02.07.2024 | 9.25% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 230'943 | 50'000 | 50'373 CHF | 12'013 CHF | 98.28% | 98.28% |