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 | 6.57% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 173'282 | 25'000 | 51'536 CHF | 7'944 CHF | 98.73% | 98.73% |
12.07.2024 | 6.33% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 166'165 | 25'000 | 52'125 CHF | 8'359 CHF | 99.38% | 99.38% |
11.07.2024 | 6.11% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 161'773 | 25'000 | 51'943 CHF | 8'536 CHF | 99.15% | 99.15% |
10.07.2024 | 6.36% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 169'707 | 25'000 | 51'663 CHF | 8'111 CHF | 100.00% | 100.00% |
09.07.2024 | 6.74% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 162'295 | 25'000 | 52'020 CHF | 8'577 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.29 CHF | 0.39 CHF | 180'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 5.47% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 151'879 | 25'000 | 51'943 CHF | 9'041 CHF | 99.62% | 99.62% |
04.07.2024 | 6.50% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 176'491 | 25'000 | 51'270 CHF | 7'756 CHF | 100.00% | 100.00% |
03.07.2024 | 6.79% | 0.29 CHF | 0.30 CHF | 180'000 | 25'000 | 184'257 | 25'000 | 50'986 CHF | 7'408 CHF | 99.73% | 99.73% |
02.07.2024 | 7.17% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 200'044 | 25'000 | 50'687 CHF | 6'807 CHF | 100.00% | 100.00% |