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 | 5.94% | 0.38 CHF | 0.41 CHF | 140'000 | 25'000 | 128'162 | 25'000 | 51'597 CHF | 10'700 CHF | 98.73% | 98.73% |
12.07.2024 | 7.40% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 137'220 | 25'000 | 51'702 CHF | 10'150 CHF | 99.38% | 99.38% |
11.07.2024 | 6.64% | 0.40 CHF | 0.43 CHF | 130'000 | 25'000 | 134'578 | 25'000 | 51'882 CHF | 10'305 CHF | 99.15% | 99.15% |
10.07.2024 | 7.35% | 0.37 CHF | 0.40 CHF | 140'000 | 25'000 | 140'000 | 25'000 | 51'543 CHF | 9'905 CHF | 100.00% | 100.00% |
09.07.2024 | 6.96% | 0.36 CHF | 0.39 CHF | 140'000 | 25'000 | 137'585 | 25'000 | 52'325 CHF | 10'197 CHF | 100.00% | 100.00% |
08.07.2024 | 6.97% | 0.38 CHF | 0.41 CHF | 140'000 | 25'000 | 131'879 | 25'000 | 52'027 CHF | 10'583 CHF | 100.00% | 100.00% |
05.07.2024 | 6.09% | 0.41 CHF | 0.44 CHF | 130'000 | 25'000 | 124'163 | 25'000 | 51'720 CHF | 11'073 CHF | 99.62% | 99.62% |
04.07.2024 | 6.32% | 0.43 CHF | 0.46 CHF | 120'000 | 25'000 | 115'156 | 25'000 | 52'247 CHF | 12'119 CHF | 100.00% | 100.00% |
03.07.2024 | 5.93% | 0.47 CHF | 0.50 CHF | 110'000 | 25'000 | 115'692 | 25'000 | 50'883 CHF | 11'700 CHF | 96.53% | 96.53% |
02.07.2024 | 7.61% | 0.34 CHF | 0.37 CHF | 150'000 | 25'000 | 154'103 | 25'000 | 51'796 CHF | 9'073 CHF | 100.00% | 100.00% |