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 | 6.34% | 0.15 CHF | 0.16 CHF | 333'012 | 20'000 | 316'046 | 20'000 | 48'333 CHF | 3'263 CHF | 29.81% | 29.81% |
12.07.2024 | 6.32% | 0.14 CHF | 0.15 CHF | 321'286 | 10'000 | 306'213 | 10'000 | 47'064 CHF | 1'647 CHF | 95.90% | 95.90% |
11.07.2024 | 6.12% | 0.18 CHF | 0.19 CHF | 280'000 | 20'000 | 304'368 | 20'000 | 48'305 CHF | 3'387 CHF | 85.51% | 85.51% |
10.07.2024 | 6.58% | 0.14 CHF | 0.15 CHF | 327'755 | 20'000 | 317'440 | 20'000 | 46'711 CHF | 3'145 CHF | 99.42% | 99.42% |
09.07.2024 | 6.01% | 0.15 CHF | 0.16 CHF | 310'979 | 20'000 | 297'313 | 20'000 | 48'024 CHF | 3'434 CHF | 77.44% | 77.44% |
08.07.2024 | 5.59% | 0.16 CHF | 0.17 CHF | 298'022 | 10'000 | 282'912 | 10'000 | 49'225 CHF | 1'842 CHF | 64.42% | 64.42% |
05.07.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 284'994 | 20'000 | 271'632 | 20'000 | 50'348 CHF | 3'909 CHF | 75.76% | 75.76% |
04.07.2024 | 6.10% | 0.16 CHF | 0.17 CHF | 314'989 | 20'000 | 308'565 | 20'000 | 49'027 CHF | 3'378 CHF | 60.13% | 60.13% |
03.07.2024 | 7.27% | 0.14 CHF | 0.15 CHF | 368'616 | 20'000 | 358'536 | 20'000 | 47'548 CHF | 2'853 CHF | 77.34% | 77.34% |
02.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 380'071 | 20'000 | 421'317 | 20'000 | 47'497 CHF | 2'460 CHF | 58.66% | 58.66% |