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 | 5.83% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 145'131 | 50'000 | 52'246 CHF | 19'149 CHF | 98.51% | 98.51% |
12.07.2024 | 5.86% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 144'381 | 50'000 | 51'978 CHF | 19'109 CHF | 94.00% | 94.00% |
11.07.2024 | 5.59% | 0.37 CHF | 0.39 CHF | 140'000 | 50'000 | 139'267 | 50'000 | 51'961 CHF | 19'733 CHF | 85.64% | 85.64% |
10.07.2024 | 5.96% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 148'673 | 50'000 | 51'727 CHF | 18'493 CHF | 90.92% | 90.92% |
09.07.2024 | 5.29% | 0.38 CHF | 0.40 CHF | 140'000 | 50'000 | 132'589 | 50'000 | 51'504 CHF | 20'492 CHF | 98.72% | 98.72% |
08.07.2024 | 6.13% | 0.33 CHF | 0.36 CHF | 160'000 | 50'000 | 155'429 | 50'000 | 51'906 CHF | 17'770 CHF | 99.73% | 99.73% |
05.07.2024 | 6.33% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 158'915 | 50'000 | 51'921 CHF | 17'425 CHF | 99.62% | 99.62% |
04.07.2024 | 5.93% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 151'870 | 50'000 | 51'930 CHF | 18'157 CHF | 98.35% | 98.35% |
03.07.2024 | 6.17% | 0.35 CHF | 0.37 CHF | 150'000 | 50'000 | 155'780 | 50'000 | 51'862 CHF | 17'728 CHF | 99.73% | 99.73% |
02.07.2024 | 7.18% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 180'515 | 50'000 | 51'635 CHF | 15'461 CHF | 98.28% | 98.28% |