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 | 7.08% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 182'784 | 25'000 | 51'038 CHF | 7'497 CHF | 98.73% | 98.73% |
12.07.2024 | 6.57% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 172'748 | 25'000 | 51'359 CHF | 7'941 CHF | 99.38% | 99.38% |
11.07.2024 | 6.45% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 171'271 | 25'000 | 51'890 CHF | 8'082 CHF | 99.15% | 99.15% |
10.07.2024 | 6.76% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 179'707 | 25'000 | 51'399 CHF | 7'651 CHF | 100.00% | 100.00% |
09.07.2024 | 6.60% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 168'551 | 25'000 | 51'381 CHF | 8'146 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.27 CHF | 0.37 CHF | 190'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 5.88% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 160'371 | 25'000 | 51'913 CHF | 8'593 CHF | 99.62% | 99.62% |
04.07.2024 | 6.71% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 186'047 | 25'000 | 51'184 CHF | 7'361 CHF | 100.00% | 100.00% |
03.07.2024 | 7.17% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 198'532 | 25'000 | 51'202 CHF | 6'929 CHF | 99.73% | 99.73% |
02.07.2024 | 8.01% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 215'687 | 25'000 | 50'499 CHF | 6'346 CHF | 100.00% | 100.00% |