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 | 8.90% | 0.10 CHF | 0.11 CHF | 315'926 | 50'000 | 307'109 | 50'000 | 33'030 CHF | 5'879 CHF | 81.98% | 81.98% |
12.07.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 308'018 | 50'000 | 311'208 | 50'000 | 32'028 CHF | 5'642 CHF | 91.40% | 91.40% |
11.07.2024 | 9.14% | 0.10 CHF | 0.11 CHF | 316'228 | 50'000 | 319'421 | 50'000 | 33'458 CHF | 5'735 CHF | 98.67% | 98.67% |
10.07.2024 | 10.43% | 0.10 CHF | 0.11 CHF | 345'959 | 50'000 | 354'538 | 50'000 | 32'246 CHF | 5'049 CHF | 99.41% | 99.41% |
09.07.2024 | 10.68% | 0.08 CHF | 0.09 CHF | 371'789 | 50'000 | 352'531 | 50'000 | 31'271 CHF | 4'939 CHF | 87.05% | 87.05% |
08.07.2024 | 10.59% | 0.08 CHF | 0.09 CHF | 376'459 | 50'000 | 376'794 | 50'000 | 33'730 CHF | 4'976 CHF | 88.03% | 88.03% |
05.07.2024 | 11.03% | 0.08 CHF | 0.09 CHF | 376'473 | 50'000 | 372'105 | 50'000 | 31'962 CHF | 4'797 CHF | 97.09% | 97.09% |
04.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 374'643 | 50'000 | 377'316 | 50'000 | 33'555 CHF | 4'946 CHF | 98.24% | 98.24% |
03.07.2024 | 11.99% | 0.08 CHF | 0.09 CHF | 423'972 | 50'000 | 422'097 | 50'000 | 33'169 CHF | 4'428 CHF | 99.65% | 99.65% |
02.07.2024 | 12.99% | 0.08 CHF | 0.09 CHF | 422'377 | 50'000 | 455'188 | 50'000 | 32'792 CHF | 4'109 CHF | 98.10% | 98.10% |