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 | 6.14% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 224'478 | 100'000 | 50'597 CHF | 23'976 CHF | 99.72% | 99.72% |
12.07.2024 | 6.06% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 241'381 | 100'000 | 50'322 CHF | 22'159 CHF | 82.25% | 82.25% |
11.07.2024 | 7.28% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 252'924 | 100'000 | 50'405 CHF | 21'466 CHF | 93.83% | 93.83% |
10.07.2024 | 7.05% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 252'783 | 100'000 | 50'531 CHF | 21'485 CHF | 93.06% | 93.06% |
09.07.2024 | 7.55% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 259'074 | 100'000 | 50'590 CHF | 21'074 CHF | 100.00% | 100.00% |
08.07.2024 | 6.56% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 244'015 | 100'000 | 50'239 CHF | 21'993 CHF | 93.06% | 93.06% |
05.07.2024 | 5.05% | 0.21 CHF | 0.23 CHF | 240'000 | 100'000 | 240'060 | 100'000 | 50'398 CHF | 22'083 CHF | 96.72% | 96.72% |
04.07.2024 | 6.70% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 225'905 | 95'658 | 46'795 CHF | 21'103 CHF | 100.00% | 100.00% |
03.07.2024 | 10.42% | 0.21 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'858 CHF | 12'057 CHF | 100.00% | 100.00% |
02.07.2024 | 10.26% | 0.24 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'808 CHF | 13'079 CHF | 100.00% | 100.00% |