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 | 7.50% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 199'351 | 25'000 | 51'286 CHF | 6'934 CHF | 98.73% | 98.73% |
12.07.2024 | 7.14% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 186'966 | 25'000 | 51'026 CHF | 7'331 CHF | 99.38% | 99.38% |
11.07.2024 | 6.91% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 181'830 | 25'000 | 51'061 CHF | 7'526 CHF | 99.15% | 99.15% |
10.07.2024 | 7.31% | 0.28 CHF | 0.30 CHF | 180'000 | 25'000 | 196'298 | 25'000 | 51'735 CHF | 7'093 CHF | 100.00% | 100.00% |
09.07.2024 | 7.39% | 0.27 CHF | 0.29 CHF | 190'000 | 25'000 | 183'301 | 25'000 | 51'228 CHF | 7'527 CHF | 100.00% | 100.00% |
08.07.2024 | - | 0.25 CHF | 0.35 CHF | 200'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
05.07.2024 | 6.26% | 0.29 CHF | 0.31 CHF | 180'000 | 25'000 | 172'443 | 25'000 | 51'945 CHF | 8'025 CHF | 99.60% | 99.60% |
04.07.2024 | 7.36% | 0.25 CHF | 0.27 CHF | 200'000 | 25'000 | 203'216 | 25'000 | 50'767 CHF | 6'728 CHF | 100.00% | 100.00% |
03.07.2024 | 7.72% | 0.25 CHF | 0.26 CHF | 200'000 | 25'000 | 213'345 | 25'000 | 50'445 CHF | 6'391 CHF | 99.73% | 99.73% |
02.07.2024 | 8.48% | 0.22 CHF | 0.23 CHF | 230'000 | 25'000 | 237'342 | 25'000 | 50'439 CHF | 5'787 CHF | 100.00% | 100.00% |