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 | 4.57% | 0.38 CHF | 0.39 CHF | 140'000 | 25'000 | 130'651 | 20'013 | 52'179 CHF | 8'340 CHF | 99.32% | 99.32% |
12.07.2024 | 4.79% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 138'054 | 20'014 | 52'570 CHF | 8'002 CHF | 99.65% | 99.65% |
11.07.2024 | 5.06% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 145'172 | 20'016 | 52'031 CHF | 7'590 CHF | 90.82% | 90.82% |
10.07.2024 | 6.43% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 178'891 | 20'014 | 51'001 CHF | 6'122 CHF | 99.59% | 99.59% |
09.07.2024 | 6.15% | 0.25 CHF | 0.26 CHF | 210'000 | 25'000 | 177'126 | 20'016 | 51'054 CHF | 6'108 CHF | 99.62% | 99.62% |
08.07.2024 | 5.79% | 0.30 CHF | 0.31 CHF | 170'000 | 25'000 | 165'819 | 20'014 | 51'341 CHF | 6'549 CHF | 99.65% | 99.65% |
05.07.2024 | 6.28% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 178'525 | 20'030 | 51'353 CHF | 6'118 CHF | 98.32% | 98.32% |
04.07.2024 | 6.17% | 0.31 CHF | 0.32 CHF | 170'000 | 25'000 | 176'324 | 20'021 | 51'621 CHF | 6'228 CHF | 100.00% | 100.00% |
03.07.2024 | 6.16% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 174'189 | 20'029 | 51'512 CHF | 6'299 CHF | 99.64% | 99.64% |
02.07.2024 | 5.57% | 0.30 CHF | 0.30 CHF | 170'000 | 25'000 | 161'349 | 20'012 | 51'899 CHF | 6'783 CHF | 99.66% | 99.66% |