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 | 5.86% | 0.16 CHF | 0.17 CHF | 221'936 | 50'000 | 214'625 | 50'000 | 35'596 CHF | 8'799 CHF | 99.71% | 99.71% |
12.07.2024 | 5.56% | 0.17 CHF | 0.18 CHF | 207'603 | 50'000 | 211'713 | 50'000 | 37'058 CHF | 9'250 CHF | 99.01% | 99.01% |
11.07.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 204'186 | 50'000 | 210'403 | 50'000 | 37'617 CHF | 9'445 CHF | 99.09% | 99.09% |
10.07.2024 | 6.00% | 0.17 CHF | 0.18 CHF | 220'445 | 50'000 | 225'225 | 50'000 | 36'449 CHF | 8'592 CHF | 99.96% | 99.96% |
09.07.2024 | 5.90% | 0.15 CHF | 0.16 CHF | 237'350 | 50'000 | 225'332 | 50'000 | 37'119 CHF | 8'741 CHF | 100.00% | 100.00% |
08.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 225'940 | 50'000 | 225'058 | 50'000 | 38'309 CHF | 9'011 CHF | 99.67% | 99.67% |
05.07.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 224'290 | 50'000 | 226'467 | 50'000 | 38'658 CHF | 9'036 CHF | 98.97% | 98.97% |
04.07.2024 | 6.66% | 0.15 CHF | 0.16 CHF | 243'339 | 50'000 | 256'222 | 50'000 | 37'228 CHF | 7'768 CHF | 100.00% | 100.00% |
03.07.2024 | 6.80% | 0.15 CHF | 0.16 CHF | 257'499 | 50'000 | 258'327 | 50'000 | 36'740 CHF | 7'616 CHF | 100.00% | 100.00% |
02.07.2024 | 7.73% | 0.15 CHF | 0.16 CHF | 259'115 | 50'000 | 284'818 | 50'000 | 35'520 CHF | 6'748 CHF | 99.80% | 99.80% |