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 | 21.91% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'673 CHF | 3'322 CHF | 74.47% | 74.47% |
12.07.2024 | 9.72% | 0.16 CHF | 0.18 CHF | 237'550 | 50'000 | 255'691 | 50'000 | 37'988 CHF | 8'197 CHF | 97.56% | 97.56% |
11.07.2024 | 10.31% | 0.16 CHF | 0.17 CHF | 249'631 | 50'000 | 259'106 | 50'000 | 38'664 CHF | 8'275 CHF | 99.09% | 99.09% |
10.07.2024 | 11.57% | 0.15 CHF | 0.16 CHF | 260'370 | 50'000 | 266'925 | 50'000 | 38'265 CHF | 8'049 CHF | 93.70% | 93.70% |
09.07.2024 | 10.09% | 0.14 CHF | 0.15 CHF | 280'734 | 50'000 | 253'062 | 50'000 | 38'649 CHF | 8'471 CHF | 97.68% | 97.68% |
08.07.2024 | 8.53% | 0.17 CHF | 0.18 CHF | 233'565 | 50'000 | 223'393 | 50'000 | 39'644 CHF | 9'666 CHF | 99.79% | 99.79% |
05.07.2024 | 9.40% | 0.18 CHF | 0.20 CHF | 226'136 | 50'000 | 228'052 | 50'000 | 40'053 CHF | 9'650 CHF | 98.87% | 98.87% |
04.07.2024 | 9.27% | 0.17 CHF | 0.18 CHF | 236'260 | 50'000 | 247'832 | 50'000 | 39'035 CHF | 8'656 CHF | 99.72% | 99.72% |
03.07.2024 | 12.65% | 0.11 CHF | 0.13 CHF | 310'369 | 50'000 | 306'651 | 50'000 | 35'893 CHF | 6'648 CHF | 99.31% | 99.31% |
02.07.2024 | 13.57% | 0.12 CHF | 0.13 CHF | 310'432 | 50'000 | 334'119 | 50'000 | 35'383 CHF | 6'073 CHF | 98.85% | 98.85% |