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 | 4.71% | 0.22 CHF | 0.23 CHF | 161'463 | 50'000 | 153'727 | 50'000 | 35'411 CHF | 12'088 CHF | 99.72% | 99.72% |
12.07.2024 | 5.03% | 0.22 CHF | 0.23 CHF | 161'013 | 50'000 | 164'578 | 50'000 | 34'525 CHF | 11'038 CHF | 99.01% | 99.01% |
11.07.2024 | 5.51% | 0.20 CHF | 0.21 CHF | 167'257 | 50'000 | 182'553 | 50'000 | 33'814 CHF | 9'806 CHF | 99.09% | 99.09% |
10.07.2024 | 5.61% | 0.18 CHF | 0.19 CHF | 189'400 | 50'000 | 190'175 | 50'000 | 33'090 CHF | 9'203 CHF | 100.00% | 100.00% |
09.07.2024 | 5.45% | 0.17 CHF | 0.18 CHF | 191'495 | 50'000 | 172'262 | 50'000 | 34'196 CHF | 10'547 CHF | 100.00% | 100.00% |
08.07.2024 | 5.22% | 0.20 CHF | 0.21 CHF | 169'280 | 50'000 | 169'527 | 50'000 | 34'269 CHF | 10'650 CHF | 100.00% | 100.00% |
05.07.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 165'274 | 50'000 | 167'969 | 50'000 | 35'171 CHF | 11'013 CHF | 98.86% | 98.86% |
04.07.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 184'538 | 50'000 | 183'640 | 50'000 | 33'884 CHF | 9'732 CHF | 100.00% | 100.00% |
03.07.2024 | 6.47% | 0.16 CHF | 0.17 CHF | 202'373 | 50'000 | 210'928 | 50'000 | 32'692 CHF | 8'268 CHF | 99.82% | 99.82% |
02.07.2024 | 7.00% | 0.15 CHF | 0.16 CHF | 224'130 | 50'000 | 235'406 | 50'000 | 32'509 CHF | 7'415 CHF | 100.00% | 100.00% |