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 | 4.58% | 0.21 CHF | 0.22 CHF | 224'960 | 50'000 | 224'351 | 50'000 | 47'879 CHF | 11'171 CHF | 99.72% | 99.72% |
12.07.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 224'795 | 50'000 | 226'390 | 50'000 | 47'749 CHF | 11'046 CHF | 99.01% | 99.01% |
11.07.2024 | 4.63% | 0.23 CHF | 0.24 CHF | 224'673 | 50'000 | 226'006 | 50'000 | 47'701 CHF | 11'054 CHF | 86.17% | 86.17% |
10.07.2024 | 5.16% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 203'166 | 46'929 | 43'078 CHF | 10'447 CHF | 96.07% | 96.07% |
09.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 218'760 | 50'000 | 220'209 | 50'000 | 49'735 CHF | 11'793 CHF | 85.23% | 85.23% |
08.07.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 219'117 | 50'000 | 218'370 | 50'000 | 48'301 CHF | 11'561 CHF | 100.00% | 100.00% |
05.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 215'147 | 50'000 | 209'209 | 50'000 | 50'073 CHF | 12'471 CHF | 90.67% | 90.67% |
04.07.2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 205'677 | 50'000 | 50'167 CHF | 12'701 CHF | 100.00% | 100.00% |
03.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 223'090 | 50'000 | 50'868 CHF | 11'901 CHF | 100.00% | 100.00% |
02.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 218'243 | 50'000 | 227'178 | 50'000 | 50'350 CHF | 11'585 CHF | 83.86% | 83.86% |