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 | 6.47% | 0.40 CHF | 0.41 CHF | 155'000 | 155'000 | 69'459 | 69'459 | 25'603 CHF | 26'862 CHF | 100.00% | 100.00% |
12.07.2024 | 6.72% | 0.39 CHF | 0.40 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 23'970 CHF | 25'206 CHF | 99.98% | 99.98% |
11.07.2024 | 6.94% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 67'378 | 67'378 | 21'807 CHF | 23'030 CHF | 99.85% | 99.85% |
10.07.2024 | 6.75% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 67'401 | 67'401 | 22'616 CHF | 23'840 CHF | 99.99% | 99.99% |
09.07.2024 | 10.18% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 67'452 | 67'452 | 19'967 CHF | 21'524 CHF | 99.73% | 99.73% |
08.07.2024 | 8.92% | 0.22 CHF | 0.23 CHF | 145'000 | 145'000 | 66'582 | 66'582 | 17'047 CHF | 18'422 CHF | 99.92% | 99.92% |
05.07.2024 | 7.09% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 67'200 | 67'200 | 21'932 CHF | 23'155 CHF | 99.69% | 99.69% |
04.07.2024 | 8.97% | 0.32 CHF | 0.34 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 14'983 CHF | 16'287 CHF | 99.95% | 99.95% |
03.07.2024 | 10.09% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 20'951 CHF | 22'521 CHF | 100.00% | 100.00% |
02.07.2024 | 10.26% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 66'986 | 66'986 | 18'740 CHF | 20'306 CHF | 100.00% | 100.00% |