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 | 8.87% | 0.29 CHF | 0.32 CHF | 166'060 | 25'000 | 161'587 | 25'000 | 49'604 CHF | 8'392 CHF | 98.73% | 98.73% |
12.07.2024 | 8.55% | 0.30 CHF | 0.32 CHF | 170'246 | 25'000 | 172'787 | 25'000 | 49'421 CHF | 7'793 CHF | 74.76% | 74.76% |
11.07.2024 | 9.34% | 0.30 CHF | 0.33 CHF | 167'563 | 25'000 | 168'436 | 25'000 | 48'791 CHF | 7'952 CHF | 96.88% | 96.88% |
10.07.2024 | 9.21% | 0.28 CHF | 0.30 CHF | 179'553 | 25'000 | 177'146 | 25'000 | 48'924 CHF | 7'571 CHF | 100.00% | 100.00% |
09.07.2024 | 9.47% | 0.27 CHF | 0.29 CHF | 180'523 | 25'000 | 172'193 | 25'000 | 49'490 CHF | 7'901 CHF | 100.00% | 100.00% |
08.07.2024 | 8.67% | 0.29 CHF | 0.31 CHF | 172'072 | 25'000 | 165'255 | 25'000 | 49'813 CHF | 8'225 CHF | 97.07% | 97.07% |
05.07.2024 | 8.48% | 0.31 CHF | 0.34 CHF | 160'430 | 25'000 | 159'410 | 25'000 | 51'076 CHF | 8'721 CHF | 91.89% | 91.89% |
04.07.2024 | 7.63% | 0.34 CHF | 0.36 CHF | 150'000 | 25'000 | 144'167 | 25'000 | 51'650 CHF | 9'700 CHF | 80.98% | 80.98% |
03.07.2024 | 7.87% | 0.36 CHF | 0.39 CHF | 149'490 | 25'000 | 153'852 | 25'000 | 51'590 CHF | 9'120 CHF | 49.09% | 49.09% |
02.07.2024 | 10.46% | 0.25 CHF | 0.28 CHF | 191'430 | 25'000 | 194'835 | 25'000 | 47'976 CHF | 6'837 CHF | 100.00% | 100.00% |