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 | 7.67% | 0.21 CHF | 0.23 CHF | 103'408 | 20'000 | 98'819 | 20'000 | 22'685 CHF | 4'962 CHF | 99.72% | 99.72% |
12.07.2024 | 7.81% | 0.26 CHF | 0.28 CHF | 94'438 | 20'000 | 100'380 | 20'000 | 23'241 CHF | 5'015 CHF | 99.01% | 99.01% |
11.07.2024 | 8.57% | 0.23 CHF | 0.25 CHF | 100'079 | 20'000 | 108'356 | 20'000 | 22'509 CHF | 4'536 CHF | 99.08% | 99.08% |
10.07.2024 | 9.08% | 0.19 CHF | 0.21 CHF | 115'415 | 20'000 | 114'184 | 20'000 | 22'009 CHF | 4'223 CHF | 100.00% | 100.00% |
09.07.2024 | 9.57% | 0.18 CHF | 0.20 CHF | 122'423 | 20'000 | 120'108 | 20'000 | 21'818 CHF | 4'001 CHF | 100.00% | 100.00% |
08.07.2024 | 10.71% | 0.18 CHF | 0.19 CHF | 120'230 | 20'000 | 126'408 | 20'000 | 21'004 CHF | 3'703 CHF | 100.00% | 100.00% |
05.07.2024 | 9.93% | 0.15 CHF | 0.17 CHF | 133'547 | 20'000 | 124'432 | 20'000 | 21'719 CHF | 3'866 CHF | 98.98% | 98.98% |
04.07.2024 | 9.40% | 0.17 CHF | 0.19 CHF | 129'683 | 20'000 | 132'189 | 20'000 | 21'628 CHF | 3'596 CHF | 100.00% | 100.00% |
03.07.2024 | 12.02% | 0.15 CHF | 0.17 CHF | 140'745 | 20'000 | 138'712 | 20'000 | 20'970 CHF | 3'411 CHF | 98.25% | 98.25% |
02.07.2024 | 10.87% | 0.17 CHF | 0.19 CHF | 132'669 | 20'000 | 143'647 | 20'000 | 21'713 CHF | 3'376 CHF | 99.90% | 99.90% |