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 | 11.16% | 0.11 CHF | 0.12 CHF | 277'868 | 50'000 | 258'287 | 50'000 | 32'276 CHF | 7'007 CHF | 98.61% | 98.61% |
12.07.2024 | 10.75% | 0.11 CHF | 0.12 CHF | 284'358 | 50'000 | 282'265 | 50'000 | 32'138 CHF | 6'340 CHF | 99.38% | 99.38% |
11.07.2024 | 10.58% | 0.12 CHF | 0.13 CHF | 278'522 | 50'000 | 253'402 | 50'000 | 33'178 CHF | 7'305 CHF | 99.16% | 99.16% |
10.07.2024 | 8.84% | 0.17 CHF | 0.18 CHF | 216'740 | 50'000 | 212'983 | 50'000 | 35'626 CHF | 9'153 CHF | 100.00% | 100.00% |
09.07.2024 | 7.99% | 0.17 CHF | 0.19 CHF | 211'540 | 50'000 | 204'389 | 50'000 | 36'554 CHF | 9'689 CHF | 100.00% | 100.00% |
08.07.2024 | 6.97% | 0.17 CHF | 0.18 CHF | 211'178 | 50'000 | 206'979 | 50'000 | 37'014 CHF | 9'597 CHF | 100.00% | 100.00% |
05.07.2024 | 8.29% | 0.16 CHF | 0.18 CHF | 217'632 | 50'000 | 218'069 | 50'000 | 35'999 CHF | 8'973 CHF | 99.62% | 99.62% |
04.07.2024 | 6.66% | 0.17 CHF | 0.19 CHF | 213'975 | 50'000 | 213'866 | 50'000 | 36'932 CHF | 9'232 CHF | 100.00% | 100.00% |
03.07.2024 | 9.73% | 0.15 CHF | 0.17 CHF | 232'248 | 50'000 | 251'620 | 50'000 | 34'159 CHF | 7'505 CHF | 99.73% | 99.73% |
02.07.2024 | 12.45% | 0.11 CHF | 0.12 CHF | 305'022 | 50'000 | 326'511 | 50'000 | 30'920 CHF | 5'376 CHF | 100.00% | 100.00% |