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 | 3.78% | 0.25 CHF | 0.26 CHF | 190'032 | 75'000 | 189'523 | 75'000 | 49'237 CHF | 20'235 CHF | 99.72% | 99.72% |
12.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 190'032 | 75'000 | 191'104 | 75'000 | 47'659 CHF | 19'455 CHF | 99.01% | 99.01% |
11.07.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 191'174 | 75'000 | 193'746 | 75'000 | 44'643 CHF | 18'034 CHF | 99.09% | 99.09% |
10.07.2024 | 4.64% | 0.22 CHF | 0.23 CHF | 196'613 | 75'000 | 197'324 | 75'000 | 41'523 CHF | 16'533 CHF | 100.00% | 100.00% |
09.07.2024 | 5.17% | 0.20 CHF | 0.21 CHF | 198'977 | 75'000 | 200'729 | 75'000 | 37'836 CHF | 14'889 CHF | 100.00% | 100.00% |
08.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 203'012 | 75'000 | 202'787 | 75'000 | 34'470 CHF | 13'500 CHF | 100.00% | 100.00% |
05.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 203'949 | 75'000 | 203'653 | 75'000 | 34'571 CHF | 13'482 CHF | 98.98% | 98.98% |
04.07.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 204'266 | 75'000 | 204'682 | 75'000 | 34'332 CHF | 13'331 CHF | 100.00% | 100.00% |
03.07.2024 | 6.06% | 0.16 CHF | 0.17 CHF | 205'008 | 75'000 | 205'993 | 75'000 | 32'964 CHF | 12'752 CHF | 100.00% | 100.00% |
02.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 205'433 | 75'000 | 205'583 | 75'000 | 33'045 CHF | 12'806 CHF | 100.00% | 100.00% |