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 | 10.07% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 112'769 | 59'249 | 34'352 CHF | 19'785 CHF | 79.47% | 79.47% |
12.07.2024 | 8.68% | 0.32 CHF | 0.35 CHF | 160'000 | 75'000 | 165'951 | 75'000 | 50'642 CHF | 25'006 CHF | 33.66% | 33.66% |
11.07.2024 | 9.28% | 0.30 CHF | 0.33 CHF | 169'474 | 75'000 | 178'901 | 75'000 | 48'297 CHF | 22'253 CHF | 88.34% | 88.34% |
10.07.2024 | 10.45% | 0.25 CHF | 0.28 CHF | 185'433 | 75'000 | 186'020 | 75'000 | 45'800 CHF | 20'503 CHF | 100.00% | 100.00% |
09.07.2024 | 9.96% | 0.23 CHF | 0.26 CHF | 190'536 | 75'000 | 186'813 | 75'000 | 46'025 CHF | 20'414 CHF | 100.00% | 100.00% |
08.07.2024 | 9.54% | 0.25 CHF | 0.27 CHF | 187'417 | 75'000 | 184'424 | 75'000 | 46'802 CHF | 20'939 CHF | 100.00% | 100.00% |
05.07.2024 | 9.92% | 0.25 CHF | 0.28 CHF | 186'928 | 75'000 | 184'179 | 75'000 | 47'902 CHF | 21'546 CHF | 99.62% | 99.62% |
04.07.2024 | 8.84% | 0.26 CHF | 0.29 CHF | 182'749 | 75'000 | 182'402 | 75'000 | 49'126 CHF | 22'066 CHF | 85.62% | 85.62% |
03.07.2024 | 10.23% | 0.26 CHF | 0.29 CHF | 186'826 | 75'000 | 187'113 | 75'000 | 48'505 CHF | 21'541 CHF | 84.82% | 84.82% |
02.07.2024 | 9.67% | 0.28 CHF | 0.30 CHF | 185'438 | 75'000 | 194'582 | 75'000 | 46'944 CHF | 19'976 CHF | 77.52% | 77.52% |