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 | 4.31% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 238'570 | 238'570 | 54'174 CHF | 56'560 CHF | 99.38% | 99.38% |
12.07.2024 | 4.16% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 223'925 | 223'925 | 52'787 CHF | 55'026 CHF | 99.04% | 99.04% |
11.07.2024 | 4.63% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 238'314 | 238'314 | 50'265 CHF | 52'648 CHF | 85.72% | 85.72% |
10.07.2024 | 5.24% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 280'125 | 280'125 | 51'974 CHF | 54'776 CHF | 95.49% | 95.49% |
09.07.2024 | 6.74% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 365'289 | 365'289 | 52'355 CHF | 56'008 CHF | 99.04% | 99.04% |
08.07.2024 | 6.70% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 364'710 | 364'710 | 52'588 CHF | 56'235 CHF | 99.22% | 99.22% |
05.07.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 367'015 | 367'015 | 52'695 CHF | 56'365 CHF | 99.38% | 99.38% |
04.07.2024 | 7.40% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 398'972 | 398'972 | 51'923 CHF | 55'913 CHF | 99.39% | 99.39% |
03.07.2024 | 8.52% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 464'149 | 464'149 | 52'162 CHF | 56'804 CHF | 98.63% | 98.63% |
02.07.2024 | 8.52% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 462'123 | 462'124 | 51'937 CHF | 56'559 CHF | 99.05% | 99.05% |