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 | 5.45% | 0.35 CHF | 0.37 CHF | 150'000 | 20'000 | 143'096 | 20'000 | 51'050 CHF | 7'538 CHF | 38.81% | 39.11% |
12.07.2024 | 8.25% | 0.38 CHF | 0.40 CHF | 140'000 | 100'000 | 130'651 | 40'937 | 52'356 CHF | 17'256 CHF | 82.63% | 82.63% |
11.07.2024 | 8.25% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 123'990 | 18'727 | 51'183 CHF | 8'272 CHF | 99.11% | 99.11% |
10.07.2024 | 7.50% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 114'133 | 18'689 | 51'919 CHF | 8'929 CHF | 99.55% | 99.55% |
09.07.2024 | 7.02% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 107'758 | 18'683 | 52'855 CHF | 9'826 CHF | 99.61% | 99.61% |
08.07.2024 | 6.90% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 102'880 | 18'683 | 51'328 CHF | 9'937 CHF | 99.60% | 99.60% |
05.07.2024 | 6.91% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 110'345 | 21'965 | 52'209 CHF | 10'889 CHF | 72.29% | 72.29% |
04.07.2024 | 7.69% | 0.49 CHF | 0.53 CHF | 110'000 | 10'000 | 102'747 | 10'000 | 51'397 CHF | 5'406 CHF | 92.41% | 92.41% |
03.07.2024 | 8.71% | 0.50 CHF | 0.53 CHF | 100'000 | 50'000 | 91'963 | 18'588 | 53'409 CHF | 11'168 CHF | 99.30% | 99.30% |
02.07.2024 | 7.97% | 0.67 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 18'601 | 51'584 CHF | 12'877 CHF | 99.33% | 99.33% |