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 | 8.10% | 0.47 CHF | 0.51 CHF | 110'000 | 50'000 | 110'638 | 50'000 | 51'813 CHF | 25'400 CHF | 99.72% | 99.72% |
12.07.2024 | 8.24% | 0.44 CHF | 0.48 CHF | 120'000 | 50'000 | 120'597 | 50'000 | 51'191 CHF | 23'053 CHF | 82.26% | 82.26% |
11.07.2024 | 8.87% | 0.40 CHF | 0.44 CHF | 130'000 | 50'000 | 128'305 | 50'000 | 52'339 CHF | 22'313 CHF | 93.84% | 93.84% |
10.07.2024 | 8.49% | 0.44 CHF | 0.47 CHF | 120'000 | 50'000 | 126'223 | 50'000 | 52'446 CHF | 22'640 CHF | 93.06% | 93.06% |
09.07.2024 | 8.43% | 0.41 CHF | 0.45 CHF | 130'000 | 50'000 | 125'768 | 50'000 | 52'162 CHF | 22'576 CHF | 100.00% | 100.00% |
08.07.2024 | 8.51% | 0.42 CHF | 0.45 CHF | 120'000 | 50'000 | 120'503 | 50'000 | 51'994 CHF | 23'496 CHF | 93.06% | 93.06% |
05.07.2024 | 8.03% | 0.45 CHF | 0.48 CHF | 120'000 | 50'000 | 119'882 | 50'000 | 52'894 CHF | 23'908 CHF | 96.72% | 96.72% |
04.07.2024 | 8.84% | 0.44 CHF | 0.47 CHF | 120'000 | 50'000 | 111'731 | 47'829 | 48'752 CHF | 22'783 CHF | 100.00% | 100.00% |
03.07.2024 | 12.07% | 0.45 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'697 CHF | 13'197 CHF | 100.00% | 100.00% |
02.07.2024 | 10.36% | 0.53 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'999 CHF | 14'415 CHF | 100.00% | 100.00% |