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 | 5.11% | 0.20 CHF | 0.21 CHF | 99'819 | 50'000 | 94'722 | 50'000 | 20'530 CHF | 11'423 CHF | 98.73% | 98.73% |
12.07.2024 | 5.28% | 0.22 CHF | 0.23 CHF | 94'243 | 50'000 | 100'746 | 50'000 | 20'414 CHF | 10'694 CHF | 99.38% | 99.38% |
11.07.2024 | 5.29% | 0.20 CHF | 0.21 CHF | 102'337 | 50'000 | 100'835 | 50'000 | 20'334 CHF | 10'634 CHF | 99.16% | 99.16% |
10.07.2024 | 4.74% | 0.20 CHF | 0.22 CHF | 100'854 | 50'000 | 98'004 | 50'000 | 20'869 CHF | 11'176 CHF | 100.00% | 100.00% |
09.07.2024 | 4.55% | 0.21 CHF | 0.23 CHF | 98'469 | 50'000 | 93'148 | 50'000 | 22'211 CHF | 12'490 CHF | 100.00% | 100.00% |
08.07.2024 | 6.04% | 0.20 CHF | 0.21 CHF | 102'804 | 50'000 | 102'665 | 50'000 | 20'818 CHF | 10'777 CHF | 100.00% | 100.00% |
05.07.2024 | 6.02% | 0.20 CHF | 0.22 CHF | 102'575 | 50'000 | 93'981 | 47'893 | 19'828 CHF | 10'693 CHF | 99.62% | 99.62% |
04.07.2024 | 8.16% | 0.15 CHF | 0.17 CHF | 123'547 | 50'000 | 126'523 | 50'000 | 18'668 CHF | 8'011 CHF | 100.00% | 100.00% |
03.07.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 123'211 | 50'000 | 119'073 | 50'000 | 19'229 CHF | 8'628 CHF | 99.73% | 99.73% |
02.07.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 126'338 | 50'000 | 124'473 | 50'000 | 18'893 CHF | 8'096 CHF | 100.00% | 100.00% |