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 | 6.71% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 175'530 | 25'000 | 51'332 CHF | 7'824 CHF | 98.73% | 98.73% |
12.07.2024 | 6.26% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 168'979 | 25'000 | 52'364 CHF | 8'249 CHF | 99.38% | 99.38% |
11.07.2024 | 6.17% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 164'542 | 25'000 | 51'966 CHF | 8'402 CHF | 99.16% | 99.16% |
10.07.2024 | 6.45% | 0.31 CHF | 0.33 CHF | 170'000 | 25'000 | 170'556 | 25'000 | 51'215 CHF | 8'008 CHF | 100.00% | 100.00% |
09.07.2024 | 6.23% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 164'576 | 25'000 | 52'280 CHF | 8'458 CHF | 100.00% | 100.00% |
08.07.2024 | 6.06% | 0.33 CHF | 0.35 CHF | 160'000 | 25'000 | 160'047 | 25'000 | 51'627 CHF | 8'569 CHF | 100.00% | 100.00% |
05.07.2024 | 5.61% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 154'114 | 25'000 | 51'939 CHF | 8'921 CHF | 99.62% | 99.62% |
04.07.2024 | 6.75% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 178'197 | 25'000 | 51'014 CHF | 7'660 CHF | 100.00% | 100.00% |
03.07.2024 | 6.51% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 189'485 | 25'000 | 51'276 CHF | 7'226 CHF | 99.73% | 99.73% |
02.07.2024 | 7.50% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 204'883 | 25'000 | 50'370 CHF | 6'628 CHF | 100.00% | 100.00% |