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 | 7.16% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 188'786 | 25'000 | 51'142 CHF | 7'283 CHF | 98.73% | 98.73% |
12.07.2024 | 6.74% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 179'702 | 25'000 | 51'862 CHF | 7'718 CHF | 99.38% | 99.38% |
11.07.2024 | 6.62% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 174'917 | 25'000 | 51'436 CHF | 7'859 CHF | 99.16% | 99.16% |
10.07.2024 | 6.96% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 182'792 | 25'000 | 50'704 CHF | 7'438 CHF | 100.00% | 100.00% |
09.07.2024 | 6.91% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 175'816 | 25'000 | 51'977 CHF | 7'926 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.26 CHF | 0.36 CHF | 200'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 5.85% | 0.30 CHF | 0.32 CHF | 170'000 | 25'000 | 164'783 | 25'000 | 51'906 CHF | 8'358 CHF | 99.62% | 99.62% |
04.07.2024 | 7.23% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 194'204 | 25'000 | 51'567 CHF | 7'143 CHF | 100.00% | 100.00% |
03.07.2024 | 7.37% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 203'096 | 25'000 | 50'452 CHF | 6'689 CHF | 99.73% | 99.73% |
02.07.2024 | 8.26% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 225'336 | 25'000 | 50'582 CHF | 6'100 CHF | 100.00% | 100.00% |