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 | 6.99% | 0.13 CHF | 0.14 CHF | 350'160 | 25'000 | 336'769 | 25'000 | 46'547 CHF | 3'709 CHF | 92.96% | 92.96% |
12.07.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 321'266 | 25'000 | 331'117 | 25'000 | 47'274 CHF | 3'823 CHF | 99.01% | 99.01% |
11.07.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 312'041 | 25'000 | 307'423 | 25'000 | 48'279 CHF | 4'177 CHF | 94.09% | 94.09% |
10.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 319'594 | 25'000 | 318'881 | 25'000 | 47'952 CHF | 4'009 CHF | 100.00% | 100.00% |
09.07.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 316'574 | 25'000 | 308'886 | 25'000 | 49'658 CHF | 4'271 CHF | 87.78% | 87.78% |
08.07.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 291'442 | 25'000 | 280'529 | 25'000 | 50'363 CHF | 4'739 CHF | 83.54% | 83.54% |
05.07.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 270'000 | 25'000 | 275'750 | 25'000 | 50'858 CHF | 4'864 CHF | 53.28% | 53.28% |
04.07.2024 | 9.78% | 0.16 CHF | 0.17 CHF | 308'155 | 25'000 | 34'492 | 13'430 | 5'483 CHF | 2'324 CHF | 100.00% | 100.00% |
03.07.2024 | 8.98% | 0.17 CHF | 0.19 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 2'122 CHF | 2'322 CHF | 99.73% | 99.73% |
02.07.2024 | 10.96% | 0.15 CHF | 0.17 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'844 CHF | 2'057 CHF | 100.00% | 100.00% |