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 | 6.04% | 0.19 CHF | 0.20 CHF | 104'852 | 50'000 | 104'284 | 50'000 | 20'325 CHF | 10'359 CHF | 99.70% | 99.70% |
12.07.2024 | 5.65% | 0.20 CHF | 0.21 CHF | 106'267 | 50'000 | 104'716 | 50'000 | 20'718 CHF | 10'484 CHF | 99.01% | 99.01% |
11.07.2024 | 6.61% | 0.21 CHF | 0.22 CHF | 101'358 | 50'000 | 108'899 | 50'000 | 20'636 CHF | 10'136 CHF | 99.08% | 99.08% |
10.07.2024 | 5.88% | 0.20 CHF | 0.21 CHF | 108'495 | 50'000 | 114'379 | 50'000 | 20'612 CHF | 9'559 CHF | 100.00% | 100.00% |
09.07.2024 | 5.75% | 0.18 CHF | 0.19 CHF | 112'956 | 50'000 | 110'398 | 50'000 | 21'212 CHF | 10'186 CHF | 100.00% | 100.00% |
08.07.2024 | 6.34% | 0.17 CHF | 0.18 CHF | 119'348 | 50'000 | 118'285 | 50'000 | 20'050 CHF | 9'031 CHF | 100.00% | 100.00% |
05.07.2024 | 7.14% | 0.17 CHF | 0.18 CHF | 119'304 | 50'000 | 121'034 | 50'000 | 20'332 CHF | 9'027 CHF | 98.64% | 98.64% |
04.07.2024 | 6.57% | 0.16 CHF | 0.17 CHF | 124'787 | 50'000 | 129'524 | 50'000 | 20'177 CHF | 8'319 CHF | 100.00% | 100.00% |
03.07.2024 | 10.04% | 0.12 CHF | 0.14 CHF | 150'760 | 50'000 | 155'490 | 50'000 | 18'907 CHF | 6'728 CHF | 99.82% | 99.82% |
02.07.2024 | 12.19% | 0.10 CHF | 0.11 CHF | 177'003 | 50'000 | 184'957 | 50'000 | 17'598 CHF | 5'379 CHF | 100.00% | 100.00% |