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 | 4.46% | 0.21 CHF | 0.22 CHF | 189'856 | 75'000 | 189'492 | 75'000 | 41'557 CHF | 17'199 CHF | 99.72% | 99.72% |
12.07.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 190'032 | 75'000 | 191'045 | 75'000 | 39'863 CHF | 16'400 CHF | 99.01% | 99.01% |
11.07.2024 | 5.14% | 0.20 CHF | 0.21 CHF | 191'189 | 75'000 | 194'241 | 75'000 | 36'887 CHF | 14'995 CHF | 99.09% | 99.09% |
10.07.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 196'472 | 75'000 | 196'870 | 75'000 | 33'548 CHF | 13'530 CHF | 100.00% | 100.00% |
09.07.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 198'977 | 75'000 | 200'824 | 75'000 | 29'721 CHF | 11'851 CHF | 100.00% | 100.00% |
08.07.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 203'080 | 75'000 | 202'722 | 75'000 | 25'816 CHF | 10'302 CHF | 100.00% | 100.00% |
05.07.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 203'496 | 75'000 | 203'260 | 75'000 | 26'275 CHF | 10'445 CHF | 98.98% | 98.98% |
04.07.2024 | 7.63% | 0.13 CHF | 0.14 CHF | 204'092 | 75'000 | 204'543 | 75'000 | 25'805 CHF | 10'213 CHF | 100.00% | 100.00% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 205'008 | 75'000 | 206'177 | 75'000 | 24'746 CHF | 9'752 CHF | 100.00% | 100.00% |
02.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 206'516 | 75'000 | 206'468 | 75'000 | 24'704 CHF | 9'724 CHF | 100.00% | 100.00% |