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 | 3.81% | 0.28 CHF | 0.29 CHF | 154'809 | 25'000 | 153'778 | 25'000 | 39'728 CHF | 6'707 CHF | 97.10% | 97.10% |
12.07.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 152'872 | 25'000 | 153'797 | 25'000 | 39'835 CHF | 6'724 CHF | 99.01% | 99.01% |
11.07.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 151'389 | 25'000 | 152'352 | 25'000 | 34'557 CHF | 5'920 CHF | 99.09% | 99.09% |
10.07.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 153'884 | 25'000 | 153'589 | 25'000 | 37'754 CHF | 6'395 CHF | 100.00% | 100.00% |
09.07.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 153'001 | 25'000 | 152'929 | 25'000 | 35'272 CHF | 6'015 CHF | 100.00% | 100.00% |
08.07.2024 | 5.03% | 0.22 CHF | 0.23 CHF | 151'862 | 25'000 | 150'634 | 25'000 | 29'220 CHF | 5'099 CHF | 100.00% | 100.00% |
05.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 150'133 | 25'000 | 150'289 | 25'000 | 26'843 CHF | 4'714 CHF | 61.81% | 61.81% |
04.07.2024 | 7.40% | 0.23 CHF | 0.24 CHF | 153'080 | 25'000 | 22'957 | 13'430 | 5'260 CHF | 3'297 CHF | 100.00% | 100.00% |
03.07.2024 | 8.50% | 0.20 CHF | 0.22 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'517 CHF | 2'740 CHF | 99.73% | 99.73% |
02.07.2024 | 6.59% | 0.24 CHF | 0.26 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 3'149 CHF | 3'363 CHF | 100.00% | 100.00% |