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 | 7.74% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 148'904 | 62'281 | 36'370 CHF | 16'291 CHF | 98.41% | 98.41% |
12.07.2024 | 7.30% | 0.25 CHF | 0.27 CHF | 200'000 | 75'000 | 204'002 | 75'000 | 50'135 CHF | 19'849 CHF | 99.38% | 99.38% |
11.07.2024 | 7.35% | 0.24 CHF | 0.26 CHF | 210'000 | 75'000 | 231'033 | 75'000 | 50'386 CHF | 17'666 CHF | 99.15% | 99.15% |
10.07.2024 | 8.25% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 249'546 | 75'000 | 50'018 CHF | 16'331 CHF | 100.00% | 100.00% |
09.07.2024 | 8.62% | 0.19 CHF | 0.21 CHF | 270'000 | 75'000 | 250'380 | 75'000 | 50'025 CHF | 16'338 CHF | 100.00% | 100.00% |
08.07.2024 | 7.05% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 243'555 | 75'000 | 50'258 CHF | 16'613 CHF | 100.00% | 100.00% |
05.07.2024 | 7.18% | 0.20 CHF | 0.22 CHF | 250'000 | 75'000 | 238'916 | 75'000 | 50'404 CHF | 17'012 CHF | 99.62% | 99.62% |
04.07.2024 | 5.96% | 0.21 CHF | 0.23 CHF | 240'000 | 75'000 | 220'957 | 75'000 | 50'590 CHF | 18'236 CHF | 34.27% | 34.27% |
03.07.2024 | 7.71% | 0.22 CHF | 0.24 CHF | 230'000 | 75'000 | 227'549 | 75'000 | 50'593 CHF | 18'021 CHF | 99.73% | 99.73% |
02.07.2024 | 7.64% | 0.23 CHF | 0.24 CHF | 220'000 | 75'000 | 235'044 | 75'000 | 50'409 CHF | 17'431 CHF | 100.00% | 100.00% |