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 | 5.40% | 0.17 CHF | 0.18 CHF | 241'472 | 25'000 | 232'149 | 25'000 | 41'947 CHF | 4'776 CHF | 97.09% | 97.09% |
12.07.2024 | 5.34% | 0.19 CHF | 0.20 CHF | 220'725 | 25'000 | 230'065 | 25'000 | 41'946 CHF | 4'814 CHF | 99.01% | 99.01% |
11.07.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 212'544 | 25'000 | 216'125 | 25'000 | 44'856 CHF | 5'440 CHF | 99.09% | 99.09% |
10.07.2024 | 4.98% | 0.19 CHF | 0.20 CHF | 226'718 | 25'000 | 226'479 | 25'000 | 44'335 CHF | 5'144 CHF | 100.00% | 100.00% |
09.07.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 226'449 | 25'000 | 221'306 | 25'000 | 45'883 CHF | 5'436 CHF | 100.00% | 100.00% |
08.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 212'979 | 25'000 | 207'414 | 25'000 | 48'747 CHF | 6'126 CHF | 90.91% | 90.91% |
05.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 196'042 | 25'000 | 112'433 | 25'000 | 27'697 CHF | 6'357 CHF | 61.81% | 61.81% |
04.07.2024 | 7.72% | 0.21 CHF | 0.22 CHF | 75'000 | 25'000 | 17'149 | 13'430 | 3'532 CHF | 2'965 CHF | 100.00% | 100.00% |
03.07.2024 | 8.06% | 0.22 CHF | 0.24 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'784 CHF | 3'018 CHF | 100.00% | 100.00% |
02.07.2024 | 8.56% | 0.20 CHF | 0.21 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'364 CHF | 2'575 CHF | 100.00% | 100.00% |