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 | 10.50% | 0.10 CHF | 0.11 CHF | 207'302 | 50'000 | 192'753 | 50'000 | 20'343 CHF | 5'874 CHF | 98.73% | 98.73% |
12.07.2024 | 11.34% | 0.11 CHF | 0.12 CHF | 196'714 | 50'000 | 207'023 | 50'000 | 20'661 CHF | 5'591 CHF | 99.38% | 99.38% |
11.07.2024 | 12.49% | 0.10 CHF | 0.11 CHF | 210'004 | 50'000 | 204'788 | 50'000 | 19'802 CHF | 5'480 CHF | 99.16% | 99.16% |
10.07.2024 | 10.22% | 0.10 CHF | 0.11 CHF | 212'559 | 50'000 | 196'338 | 50'000 | 20'279 CHF | 5'728 CHF | 100.00% | 100.00% |
09.07.2024 | 8.57% | 0.10 CHF | 0.12 CHF | 198'411 | 50'000 | 187'469 | 50'000 | 21'880 CHF | 6'360 CHF | 100.00% | 100.00% |
08.07.2024 | 10.07% | 0.10 CHF | 0.11 CHF | 215'753 | 50'000 | 209'767 | 50'000 | 20'802 CHF | 5'487 CHF | 100.00% | 100.00% |
05.07.2024 | 11.39% | 0.10 CHF | 0.11 CHF | 198'530 | 50'000 | 189'296 | 47'893 | 19'595 CHF | 5'512 CHF | 99.62% | 99.62% |
04.07.2024 | 15.48% | 0.07 CHF | 0.09 CHF | 254'036 | 50'000 | 258'936 | 50'000 | 18'399 CHF | 4'152 CHF | 100.00% | 100.00% |
03.07.2024 | 15.88% | 0.07 CHF | 0.08 CHF | 254'275 | 50'000 | 247'194 | 50'000 | 18'389 CHF | 4'367 CHF | 99.73% | 99.73% |
02.07.2024 | 14.02% | 0.08 CHF | 0.09 CHF | 255'995 | 50'000 | 258'044 | 50'000 | 18'230 CHF | 4'067 CHF | 100.00% | 100.00% |