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 | 7.79% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 203'385 | 25'000 | 50'268 CHF | 6'683 CHF | 98.73% | 98.73% |
12.07.2024 | 7.38% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 197'014 | 25'000 | 51'785 CHF | 7'077 CHF | 99.38% | 99.38% |
11.07.2024 | 7.15% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 189'129 | 25'000 | 51'185 CHF | 7'274 CHF | 99.16% | 99.16% |
10.07.2024 | 7.59% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 199'707 | 25'000 | 50'648 CHF | 6'841 CHF | 100.00% | 100.00% |
09.07.2024 | 7.52% | 0.26 CHF | 0.28 CHF | 200'000 | 25'000 | 190'381 | 25'000 | 51'273 CHF | 7'268 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.24 CHF | 0.34 CHF | 210'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 6.51% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 176'109 | 25'000 | 51'255 CHF | 7'773 CHF | 99.60% | 99.60% |
04.07.2024 | 7.61% | 0.24 CHF | 0.26 CHF | 210'000 | 25'000 | 210'589 | 25'000 | 50'467 CHF | 6'474 CHF | 100.00% | 100.00% |
03.07.2024 | 8.05% | 0.24 CHF | 0.25 CHF | 210'000 | 25'000 | 223'345 | 25'000 | 50'578 CHF | 6'141 CHF | 99.73% | 99.73% |
02.07.2024 | 8.93% | 0.21 CHF | 0.22 CHF | 240'000 | 25'000 | 247'983 | 25'000 | 50'171 CHF | 5'535 CHF | 100.00% | 100.00% |