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 | 10.01% | 0.12 CHF | 0.13 CHF | 118'359 | 50'000 | 117'382 | 50'000 | 11'309 CHF | 5'315 CHF | 98.52% | 98.52% |
12.07.2024 | 9.05% | 0.12 CHF | 0.13 CHF | 118'046 | 50'000 | 117'861 | 50'000 | 12'552 CHF | 5'824 CHF | 99.38% | 99.38% |
11.07.2024 | 8.97% | 0.12 CHF | 0.13 CHF | 117'901 | 50'000 | 118'043 | 50'000 | 12'634 CHF | 5'851 CHF | 99.16% | 99.16% |
10.07.2024 | 6.11% | 0.13 CHF | 0.14 CHF | 119'283 | 50'000 | 119'844 | 50'000 | 19'133 CHF | 8'481 CHF | 100.00% | 100.00% |
09.07.2024 | 5.89% | 0.18 CHF | 0.19 CHF | 120'281 | 50'000 | 119'955 | 50'000 | 19'787 CHF | 8'747 CHF | 100.00% | 100.00% |
08.07.2024 | 5.79% | 0.18 CHF | 0.19 CHF | 120'241 | 50'000 | 119'786 | 50'000 | 20'105 CHF | 8'892 CHF | 100.00% | 100.00% |
05.07.2024 | 5.50% | 0.19 CHF | 0.20 CHF | 120'672 | 50'000 | 120'452 | 50'000 | 21'322 CHF | 9'350 CHF | 99.62% | 99.62% |
04.07.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 120'442 | 50'000 | 120'760 | 50'000 | 21'382 CHF | 9'352 CHF | 100.00% | 100.00% |
03.07.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 121'675 | 50'000 | 122'200 | 50'000 | 25'998 CHF | 11'136 CHF | 99.73% | 99.73% |
02.07.2024 | 4.01% | 0.22 CHF | 0.23 CHF | 122'453 | 50'000 | 123'491 | 50'000 | 30'269 CHF | 12'753 CHF | 100.00% | 100.00% |