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 | 12.65% | 0.09 CHF | 0.11 CHF | 228'770 | 50'000 | 209'392 | 50'000 | 23'263 CHF | 6'334 CHF | 98.61% | 98.61% |
12.07.2024 | 12.19% | 0.10 CHF | 0.11 CHF | 238'525 | 50'000 | 231'219 | 50'000 | 22'544 CHF | 5'515 CHF | 99.38% | 99.38% |
11.07.2024 | 10.77% | 0.10 CHF | 0.12 CHF | 220'365 | 50'000 | 202'993 | 50'000 | 24'556 CHF | 6'784 CHF | 99.15% | 99.15% |
10.07.2024 | 8.00% | 0.17 CHF | 0.18 CHF | 168'142 | 50'000 | 164'270 | 50'000 | 27'686 CHF | 9'150 CHF | 99.98% | 99.98% |
09.07.2024 | 6.73% | 0.17 CHF | 0.19 CHF | 164'314 | 50'000 | 156'749 | 50'000 | 28'890 CHF | 9'866 CHF | 99.99% | 99.99% |
08.07.2024 | 7.73% | 0.17 CHF | 0.19 CHF | 162'096 | 50'000 | 157'840 | 50'000 | 28'942 CHF | 9'919 CHF | 99.99% | 99.99% |
05.07.2024 | 7.62% | 0.17 CHF | 0.18 CHF | 171'146 | 50'000 | 169'596 | 50'000 | 28'315 CHF | 9'020 CHF | 99.62% | 99.62% |
04.07.2024 | 8.51% | 0.18 CHF | 0.19 CHF | 165'823 | 50'000 | 164'742 | 50'000 | 28'910 CHF | 9'562 CHF | 100.00% | 100.00% |
03.07.2024 | 9.06% | 0.15 CHF | 0.17 CHF | 181'750 | 50'000 | 200'678 | 50'000 | 26'726 CHF | 7'327 CHF | 99.73% | 99.73% |
02.07.2024 | 13.97% | 0.10 CHF | 0.11 CHF | 253'770 | 50'000 | 278'336 | 50'000 | 23'159 CHF | 4'799 CHF | 100.00% | 100.00% |