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 | 5.33% | 0.28 CHF | 0.29 CHF | 152'000 | 152'000 | 68'063 | 68'063 | 19'430 CHF | 20'314 CHF | 100.00% | 100.00% |
12.07.2024 | 4.60% | 0.31 CHF | 0.32 CHF | 153'000 | 153'000 | 69'072 | 69'072 | 22'234 CHF | 23'134 CHF | 100.00% | 100.00% |
11.07.2024 | 4.29% | 0.36 CHF | 0.37 CHF | 155'000 | 155'000 | 69'494 | 69'494 | 25'035 CHF | 25'939 CHF | 100.00% | 100.00% |
10.07.2024 | 5.29% | 0.37 CHF | 0.38 CHF | 154'000 | 154'000 | 67'941 | 67'941 | 22'240 CHF | 23'130 CHF | 100.00% | 100.00% |
09.07.2024 | 6.13% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 67'494 | 67'494 | 17'033 CHF | 17'911 CHF | 100.00% | 100.00% |
08.07.2024 | 7.37% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 67'290 | 67'290 | 15'121 CHF | 16'070 CHF | 100.00% | 100.00% |
05.07.2024 | 6.94% | 0.24 CHF | 0.25 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 16'047 CHF | 16'994 CHF | 100.00% | 100.00% |
04.07.2024 | 6.11% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 48'296 | 48'296 | 11'750 CHF | 12'435 CHF | 100.00% | 100.00% |