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 | 8.38% | 0.21 CHF | 0.22 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 16'264 CHF | 17'459 CHF | 100.00% | 100.00% |
12.07.2024 | 7.72% | 0.21 CHF | 0.22 CHF | 176'000 | 176'000 | 78'930 | 78'930 | 17'177 CHF | 18'372 CHF | 100.00% | 100.00% |
11.07.2024 | 7.03% | 0.24 CHF | 0.25 CHF | 178'000 | 178'000 | 80'030 | 80'030 | 19'498 CHF | 20'712 CHF | 99.82% | 99.82% |
10.07.2024 | 6.93% | 0.26 CHF | 0.27 CHF | 178'000 | 178'000 | 80'074 | 80'074 | 20'510 CHF | 21'725 CHF | 100.00% | 100.00% |
09.07.2024 | 7.32% | 0.24 CHF | 0.25 CHF | 178'000 | 178'000 | 79'281 | 79'281 | 19'031 CHF | 20'230 CHF | 99.76% | 99.76% |
08.07.2024 | 8.40% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 78'690 | 78'690 | 17'000 CHF | 18'191 CHF | 100.00% | 100.00% |
05.07.2024 | 7.84% | 0.23 CHF | 0.24 CHF | 176'000 | 176'000 | 78'653 | 78'653 | 17'729 CHF | 18'922 CHF | 99.70% | 99.70% |
04.07.2024 | 8.81% | 0.22 CHF | 0.24 CHF | 70'000 | 70'000 | 56'630 | 56'630 | 12'324 CHF | 13'456 CHF | 100.00% | 100.00% |
03.07.2024 | 7.61% | 0.22 CHF | 0.23 CHF | 174'000 | 174'000 | 78'636 | 78'636 | 17'562 CHF | 18'755 CHF | 99.99% | 99.99% |
02.07.2024 | 7.61% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 78'588 | 78'588 | 18'069 CHF | 19'259 CHF | 99.98% | 99.98% |