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 | 8.20% | 0.23 CHF | 0.25 CHF | 220'000 | 25'000 | 213'036 | 25'000 | 50'449 CHF | 6'430 CHF | 98.73% | 98.73% |
12.07.2024 | 7.67% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 200'159 | 25'000 | 50'561 CHF | 6'819 CHF | 99.38% | 99.38% |
11.07.2024 | 7.66% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 197'729 | 25'000 | 51'344 CHF | 7'011 CHF | 99.15% | 99.15% |
10.07.2024 | 7.89% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 206'852 | 25'000 | 50'333 CHF | 6'586 CHF | 100.00% | 100.00% |
09.07.2024 | 7.56% | 0.24 CHF | 0.27 CHF | 210'000 | 25'000 | 197'177 | 25'000 | 51'108 CHF | 6'993 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.23 CHF | 0.33 CHF | 220'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 6.71% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 183'411 | 25'000 | 51'466 CHF | 7'510 CHF | 99.57% | 99.57% |
04.07.2024 | 8.09% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 221'119 | 25'000 | 50'526 CHF | 6'203 CHF | 100.00% | 100.00% |
03.07.2024 | 8.24% | 0.22 CHF | 0.24 CHF | 230'000 | 25'000 | 233'687 | 25'000 | 50'504 CHF | 5'872 CHF | 99.73% | 99.73% |
02.07.2024 | 9.15% | 0.20 CHF | 0.21 CHF | 250'000 | 25'000 | 265'283 | 25'000 | 50'934 CHF | 5'266 CHF | 100.00% | 100.00% |