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 | 4.12% | 0.23 CHF | 0.24 CHF | 189'733 | 75'000 | 189'644 | 75'000 | 45'146 CHF | 18'605 CHF | 99.72% | 99.72% |
12.07.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 189'781 | 75'000 | 191'168 | 75'000 | 43'277 CHF | 17'729 CHF | 99.01% | 99.01% |
11.07.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 190'990 | 75'000 | 194'044 | 75'000 | 40'536 CHF | 16'419 CHF | 99.08% | 99.08% |
10.07.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 196'028 | 75'000 | 197'010 | 75'000 | 37'357 CHF | 14'972 CHF | 100.00% | 100.00% |
09.07.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 198'710 | 75'000 | 200'507 | 75'000 | 33'543 CHF | 13'298 CHF | 100.00% | 100.00% |
08.07.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 202'765 | 75'000 | 202'659 | 75'000 | 29'150 CHF | 11'538 CHF | 100.00% | 100.00% |
05.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 203'450 | 75'000 | 203'263 | 75'000 | 30'078 CHF | 11'849 CHF | 98.98% | 98.98% |
04.07.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 204'115 | 75'000 | 204'383 | 75'000 | 28'566 CHF | 11'233 CHF | 100.00% | 100.00% |
03.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 205'690 | 75'000 | 206'220 | 75'000 | 28'871 CHF | 11'250 CHF | 100.00% | 100.00% |
02.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 206'061 | 75'000 | 206'072 | 75'000 | 28'687 CHF | 11'191 CHF | 100.00% | 100.00% |