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 | 5.13% | 0.20 CHF | 0.21 CHF | 189'092 | 50'000 | 181'173 | 50'000 | 39'654 CHF | 11'539 CHF | 98.61% | 98.61% |
12.07.2024 | 7.01% | 0.20 CHF | 0.21 CHF | 196'779 | 50'000 | 193'696 | 50'000 | 38'596 CHF | 10'692 CHF | 99.38% | 99.38% |
11.07.2024 | 5.67% | 0.21 CHF | 0.22 CHF | 186'621 | 50'000 | 178'923 | 50'000 | 40'488 CHF | 12'005 CHF | 99.15% | 99.15% |
10.07.2024 | 5.20% | 0.27 CHF | 0.29 CHF | 158'953 | 50'000 | 156'685 | 50'000 | 43'304 CHF | 14'571 CHF | 99.99% | 99.99% |
09.07.2024 | 4.86% | 0.28 CHF | 0.29 CHF | 154'845 | 50'000 | 152'217 | 50'000 | 44'343 CHF | 15'297 CHF | 99.99% | 99.99% |
08.07.2024 | 4.48% | 0.28 CHF | 0.29 CHF | 155'948 | 50'000 | 152'547 | 50'000 | 44'199 CHF | 15'162 CHF | 99.99% | 99.99% |
05.07.2024 | 4.97% | 0.27 CHF | 0.28 CHF | 159'936 | 50'000 | 160'679 | 50'000 | 43'547 CHF | 14'248 CHF | 99.62% | 99.62% |
04.07.2024 | 4.37% | 0.28 CHF | 0.30 CHF | 157'148 | 50'000 | 158'062 | 50'000 | 44'291 CHF | 14'639 CHF | 100.00% | 100.00% |
03.07.2024 | 4.95% | 0.25 CHF | 0.26 CHF | 170'631 | 50'000 | 179'043 | 50'000 | 41'104 CHF | 12'088 CHF | 99.73% | 99.73% |
02.07.2024 | 8.24% | 0.18 CHF | 0.20 CHF | 210'931 | 50'000 | 221'955 | 50'000 | 37'376 CHF | 9'157 CHF | 100.00% | 100.00% |