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 | 5.91% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 158'495 | 25'000 | 52'059 CHF | 8'714 CHF | 98.73% | 98.73% |
12.07.2024 | 5.74% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 149'966 | 25'000 | 51'908 CHF | 9'165 CHF | 99.38% | 99.38% |
11.07.2024 | 5.64% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 146'531 | 25'000 | 51'554 CHF | 9'311 CHF | 99.15% | 99.15% |
10.07.2024 | 5.79% | 0.35 CHF | 0.37 CHF | 150'000 | 25'000 | 154'492 | 25'000 | 51'853 CHF | 8'895 CHF | 100.00% | 100.00% |
09.07.2024 | 5.78% | 0.34 CHF | 0.36 CHF | 150'000 | 25'000 | 146'706 | 25'000 | 51'897 CHF | 9'377 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.32 CHF | 0.42 CHF | 160'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 5.03% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 138'709 | 25'000 | 51'850 CHF | 9'834 CHF | 95.94% | 95.94% |
04.07.2024 | 5.92% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 161'731 | 25'000 | 52'123 CHF | 8'556 CHF | 100.00% | 100.00% |
03.07.2024 | 6.15% | 0.32 CHF | 0.34 CHF | 160'000 | 25'000 | 168'699 | 25'000 | 51'834 CHF | 8'171 CHF | 99.73% | 99.73% |
02.07.2024 | 6.58% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 179'888 | 25'000 | 51'066 CHF | 7'581 CHF | 100.00% | 100.00% |