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 | 7.17% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 200'060 | 50'000 | 51'455 CHF | 13'831 CHF | 99.73% | 99.73% |
12.07.2024 | 10.57% | 0.26 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'382 CHF | 7'094 CHF | 99.01% | 99.01% |
11.07.2024 | 10.23% | 0.26 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'538 CHF | 7'242 CHF | 99.03% | 99.03% |
10.07.2024 | 11.33% | 0.24 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'998 CHF | 6'716 CHF | 99.81% | 99.81% |
09.07.2024 | 10.34% | 0.25 CHF | 0.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'528 CHF | 7'240 CHF | 100.00% | 100.00% |
08.07.2024 | 6.09% | 0.26 CHF | 0.28 CHF | 200'000 | 50'000 | 182'147 | 50'000 | 51'510 CHF | 15'035 CHF | 100.00% | 100.00% |
05.07.2024 | 6.27% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 178'700 | 50'000 | 51'978 CHF | 15'489 CHF | 98.45% | 98.45% |
04.07.2024 | 6.02% | 0.29 CHF | 0.31 CHF | 180'000 | 50'000 | 171'218 | 50'000 | 51'421 CHF | 15'952 CHF | 100.00% | 100.00% |
03.07.2024 | 7.96% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 76'168 | 33'561 | 22'633 CHF | 10'742 CHF | 99.81% | 99.81% |
02.07.2024 | 7.19% | 0.26 CHF | 0.27 CHF | 200'000 | 50'000 | 207'080 | 50'000 | 50'403 CHF | 13'085 CHF | 100.00% | 100.00% |