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 | 7.82% | 0.26 CHF | 0.27 CHF | 200'000 | 25'000 | 221'116 | 20'013 | 51'178 CHF | 5'024 CHF | 99.33% | 99.33% |
12.07.2024 | 7.16% | 0.25 CHF | 0.26 CHF | 210'000 | 25'000 | 202'241 | 20'014 | 50'869 CHF | 5'386 CHF | 99.65% | 99.65% |
11.07.2024 | 6.63% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 190'710 | 20'017 | 51'655 CHF | 5'798 CHF | 90.73% | 90.73% |
10.07.2024 | 5.20% | 0.33 CHF | 0.34 CHF | 160'000 | 25'000 | 151'836 | 20'013 | 52'618 CHF | 7'271 CHF | 99.60% | 99.60% |
09.07.2024 | 5.35% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 148'819 | 20'015 | 51'062 CHF | 7'298 CHF | 99.64% | 99.64% |
08.07.2024 | 5.67% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 158'183 | 20'014 | 51'100 CHF | 6'847 CHF | 99.65% | 99.65% |
05.07.2024 | 5.21% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 150'862 | 20'029 | 52'333 CHF | 7'319 CHF | 98.32% | 98.32% |
04.07.2024 | 5.31% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 150'057 | 20'021 | 51'556 CHF | 7'242 CHF | 100.00% | 100.00% |
03.07.2024 | 5.31% | 0.36 CHF | 0.37 CHF | 140'000 | 25'000 | 149'997 | 20'029 | 51'402 CHF | 7'221 CHF | 99.65% | 99.65% |
02.07.2024 | 5.74% | 0.36 CHF | 0.37 CHF | 150'000 | 25'000 | 160'635 | 20'007 | 51'224 CHF | 6'770 CHF | 99.56% | 99.56% |