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 | 7.59% | 0.20 CHF | 0.22 CHF | 154'913 | 50'000 | 154'253 | 50'000 | 32'953 CHF | 11'525 CHF | 98.71% | 98.71% |
12.07.2024 | 6.90% | 0.23 CHF | 0.25 CHF | 152'632 | 50'000 | 153'539 | 50'000 | 34'237 CHF | 11'946 CHF | 99.38% | 99.38% |
11.07.2024 | 7.63% | 0.22 CHF | 0.23 CHF | 153'937 | 50'000 | 156'418 | 50'000 | 30'413 CHF | 10'499 CHF | 99.16% | 99.16% |
10.07.2024 | 8.86% | 0.19 CHF | 0.21 CHF | 157'258 | 50'000 | 157'441 | 50'000 | 29'053 CHF | 10'081 CHF | 100.00% | 100.00% |
09.07.2024 | 8.69% | 0.16 CHF | 0.18 CHF | 159'407 | 50'000 | 157'284 | 50'000 | 29'219 CHF | 10'136 CHF | 100.00% | 100.00% |
08.07.2024 | 8.98% | 0.20 CHF | 0.22 CHF | 155'628 | 50'000 | 155'307 | 50'000 | 31'507 CHF | 11'097 CHF | 100.00% | 100.00% |
05.07.2024 | 6.01% | 0.21 CHF | 0.22 CHF | 155'704 | 50'000 | 154'995 | 50'000 | 33'641 CHF | 11'526 CHF | 99.62% | 99.62% |
04.07.2024 | 7.36% | 0.21 CHF | 0.22 CHF | 156'068 | 50'000 | 156'059 | 50'000 | 32'529 CHF | 11'220 CHF | 100.00% | 100.00% |
03.07.2024 | 7.57% | 0.20 CHF | 0.22 CHF | 156'794 | 50'000 | 158'093 | 50'000 | 30'082 CHF | 10'266 CHF | 99.73% | 99.73% |
02.07.2024 | 10.18% | 0.16 CHF | 0.18 CHF | 160'559 | 50'000 | 160'090 | 50'000 | 27'177 CHF | 9'399 CHF | 99.94% | 99.94% |