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 | 3.81% | 0.22 CHF | 0.23 CHF | 219'511 | 75'000 | 197'794 | 75'000 | 50'903 CHF | 20'105 CHF | 98.51% | 98.51% |
12.07.2024 | 4.13% | 0.27 CHF | 0.28 CHF | 190'000 | 75'000 | 206'157 | 75'000 | 50'350 CHF | 19'156 CHF | 28.01% | 28.01% |
11.07.2024 | 4.35% | 0.24 CHF | 0.25 CHF | 218'834 | 75'000 | 219'631 | 75'000 | 49'449 CHF | 17'641 CHF | 14.36% | 14.36% |
10.07.2024 | 4.63% | 0.22 CHF | 0.23 CHF | 221'338 | 75'000 | 221'102 | 75'000 | 46'691 CHF | 16'589 CHF | 28.27% | 28.27% |
09.07.2024 | 5.20% | 0.17 CHF | 0.18 CHF | 223'200 | 75'000 | 222'437 | 75'000 | 41'887 CHF | 14'876 CHF | 100.00% | 100.00% |
08.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 221'399 | 75'000 | 220'929 | 75'000 | 45'869 CHF | 16'322 CHF | 91.21% | 91.21% |
05.07.2024 | 4.36% | 0.20 CHF | 0.21 CHF | 222'200 | 75'000 | 216'036 | 75'000 | 48'728 CHF | 17'702 CHF | 73.11% | 73.11% |
04.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 221'573 | 75'000 | 220'354 | 75'000 | 48'760 CHF | 17'355 CHF | 83.61% | 83.61% |
03.07.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 222'893 | 75'000 | 223'105 | 75'000 | 44'319 CHF | 15'652 CHF | 87.20% | 87.20% |
02.07.2024 | 7.63% | 0.14 CHF | 0.15 CHF | 226'963 | 75'000 | 227'610 | 75'000 | 28'768 CHF | 10'230 CHF | 100.00% | 100.00% |