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 | 7.21% | 0.38 CHF | 0.41 CHF | 96'344 | 25'000 | 96'138 | 25'000 | 37'263 CHF | 10'415 CHF | 94.82% | 94.82% |
12.07.2024 | 7.41% | 0.39 CHF | 0.42 CHF | 96'129 | 25'000 | 96'285 | 25'000 | 37'294 CHF | 10'429 CHF | 99.01% | 99.01% |
11.07.2024 | 7.35% | 0.38 CHF | 0.41 CHF | 96'431 | 25'000 | 97'716 | 25'000 | 34'354 CHF | 9'463 CHF | 99.08% | 99.08% |
10.07.2024 | 7.29% | 0.34 CHF | 0.36 CHF | 98'542 | 25'000 | 98'435 | 25'000 | 33'031 CHF | 9'025 CHF | 100.00% | 100.00% |
09.07.2024 | 8.35% | 0.33 CHF | 0.36 CHF | 98'547 | 25'000 | 98'543 | 25'000 | 32'467 CHF | 8'954 CHF | 100.00% | 100.00% |
08.07.2024 | 8.12% | 0.32 CHF | 0.35 CHF | 98'598 | 25'000 | 98'390 | 25'000 | 32'446 CHF | 8'941 CHF | 100.00% | 100.00% |
05.07.2024 | 7.26% | 0.32 CHF | 0.35 CHF | 99'044 | 25'000 | 99'047 | 25'000 | 31'972 CHF | 8'678 CHF | 98.87% | 98.87% |
04.07.2024 | 7.67% | 0.32 CHF | 0.35 CHF | 99'253 | 25'000 | 99'616 | 25'000 | 31'269 CHF | 8'476 CHF | 100.00% | 100.00% |
03.07.2024 | 8.90% | 0.29 CHF | 0.31 CHF | 100'636 | 25'000 | 100'620 | 25'000 | 29'454 CHF | 8'000 CHF | 99.73% | 99.73% |
02.07.2024 | 8.91% | 0.28 CHF | 0.30 CHF | 101'327 | 25'000 | 100'960 | 25'000 | 29'038 CHF | 7'863 CHF | 100.00% | 100.00% |