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 | 6.88% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 54'042 | 54'042 | 16'689 CHF | 17'665 CHF | 99.99% | 99.99% |
12.07.2024 | 6.16% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 54'682 | 54'682 | 15'591 CHF | 16'421 CHF | 100.00% | 100.00% |
11.07.2024 | 8.21% | 0.24 CHF | 0.25 CHF | 122'000 | 122'000 | 55'191 | 55'191 | 13'144 CHF | 14'042 CHF | 99.82% | 99.82% |
10.07.2024 | 6.75% | 0.24 CHF | 0.25 CHF | 122'000 | 122'000 | 54'887 | 54'887 | 13'836 CHF | 14'669 CHF | 99.99% | 99.99% |
09.07.2024 | 7.00% | 0.29 CHF | 0.30 CHF | 120'000 | 120'000 | 53'761 | 53'761 | 16'858 CHF | 17'831 CHF | 99.77% | 99.77% |
08.07.2024 | 5.80% | 0.36 CHF | 0.37 CHF | 118'000 | 118'000 | 53'243 | 53'243 | 20'475 CHF | 21'443 CHF | 100.00% | 100.00% |
05.07.2024 | 5.64% | 0.38 CHF | 0.39 CHF | 118'000 | 118'000 | 52'342 | 52'342 | 20'522 CHF | 21'469 CHF | 99.81% | 99.81% |
04.07.2024 | 6.05% | 0.41 CHF | 0.43 CHF | 47'000 | 47'000 | 37'436 | 37'436 | 15'285 CHF | 16'188 CHF | 99.98% | 99.98% |
03.07.2024 | 5.30% | 0.41 CHF | 0.42 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 22'245 CHF | 23'188 CHF | 99.98% | 99.98% |
02.07.2024 | 5.20% | 0.43 CHF | 0.44 CHF | 116'000 | 116'000 | 51'752 | 51'752 | 22'498 CHF | 23'435 CHF | 100.00% | 100.00% |