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 | 5.18% | 0.49 CHF | 0.50 CHF | 155'000 | 155'000 | 69'461 | 69'461 | 31'855 CHF | 33'115 CHF | 100.00% | 100.00% |
12.07.2024 | 5.33% | 0.48 CHF | 0.49 CHF | 155'000 | 155'000 | 68'425 | 68'425 | 30'148 CHF | 31'384 CHF | 99.98% | 99.98% |
11.07.2024 | 5.47% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 67'378 | 67'378 | 27'881 CHF | 29'104 CHF | 99.85% | 99.85% |
10.07.2024 | 5.35% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 67'401 | 67'401 | 28'697 CHF | 29'920 CHF | 99.99% | 99.99% |
09.07.2024 | 7.83% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 67'451 | 67'451 | 26'074 CHF | 27'632 CHF | 99.73% | 99.73% |
08.07.2024 | 6.82% | 0.31 CHF | 0.32 CHF | 145'000 | 145'000 | 66'583 | 66'583 | 23'012 CHF | 24'387 CHF | 99.92% | 99.92% |
05.07.2024 | 5.57% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 67'200 | 67'200 | 27'987 CHF | 29'210 CHF | 99.70% | 99.70% |
04.07.2024 | 7.01% | 0.41 CHF | 0.43 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 19'340 CHF | 20'643 CHF | 99.95% | 99.95% |
03.07.2024 | 7.80% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 67'364 | 67'364 | 27'043 CHF | 28'613 CHF | 100.00% | 100.00% |
02.07.2024 | 7.90% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 66'986 | 66'986 | 24'818 CHF | 26'384 CHF | 100.00% | 100.00% |