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 | 8.00% | 0.22 CHF | 0.23 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 17'090 CHF | 18'285 CHF | 100.00% | 100.00% |
12.07.2024 | 7.41% | 0.22 CHF | 0.23 CHF | 176'000 | 176'000 | 78'929 | 78'929 | 17'961 CHF | 19'156 CHF | 100.00% | 100.00% |
11.07.2024 | 6.75% | 0.25 CHF | 0.26 CHF | 178'000 | 178'000 | 80'026 | 80'026 | 20'355 CHF | 21'569 CHF | 99.82% | 99.82% |
10.07.2024 | 6.67% | 0.27 CHF | 0.28 CHF | 178'000 | 178'000 | 80'075 | 80'075 | 21'316 CHF | 22'531 CHF | 100.00% | 100.00% |
09.07.2024 | 6.93% | 0.25 CHF | 0.26 CHF | 178'000 | 178'000 | 79'294 | 79'294 | 20'017 CHF | 21'217 CHF | 99.73% | 99.73% |
08.07.2024 | 8.00% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 78'689 | 78'689 | 17'790 CHF | 18'981 CHF | 100.00% | 100.00% |
05.07.2024 | 7.51% | 0.24 CHF | 0.25 CHF | 176'000 | 176'000 | 78'651 | 78'651 | 18'530 CHF | 19'724 CHF | 99.70% | 99.70% |
04.07.2024 | 8.42% | 0.23 CHF | 0.25 CHF | 70'000 | 70'000 | 56'630 | 56'630 | 12'906 CHF | 14'039 CHF | 100.00% | 100.00% |
03.07.2024 | 7.31% | 0.23 CHF | 0.24 CHF | 174'000 | 174'000 | 78'639 | 78'639 | 18'355 CHF | 19'548 CHF | 99.99% | 99.99% |
02.07.2024 | 7.29% | 0.25 CHF | 0.26 CHF | 176'000 | 176'000 | 78'606 | 78'606 | 18'855 CHF | 20'045 CHF | 100.00% | 100.00% |