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 | 14.51% | 0.17 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'118 CHF | 4'754 CHF | 73.63% | 73.63% |
12.07.2024 | 7.59% | 0.24 CHF | 0.26 CHF | 161'534 | 50'000 | 169'420 | 50'000 | 37'796 CHF | 12'043 CHF | 97.56% | 97.56% |
11.07.2024 | 7.46% | 0.23 CHF | 0.25 CHF | 166'772 | 50'000 | 172'547 | 50'000 | 37'786 CHF | 11'804 CHF | 99.09% | 99.09% |
10.07.2024 | 7.15% | 0.22 CHF | 0.24 CHF | 173'360 | 50'000 | 176'825 | 50'000 | 37'601 CHF | 11'426 CHF | 93.70% | 93.70% |
09.07.2024 | 7.12% | 0.20 CHF | 0.22 CHF | 184'984 | 50'000 | 170'856 | 50'000 | 38'718 CHF | 12'199 CHF | 97.31% | 97.31% |
08.07.2024 | 6.12% | 0.26 CHF | 0.28 CHF | 158'031 | 50'000 | 153'840 | 50'000 | 42'245 CHF | 14'602 CHF | 99.79% | 99.79% |
05.07.2024 | 6.14% | 0.28 CHF | 0.30 CHF | 154'537 | 50'000 | 156'169 | 50'000 | 42'483 CHF | 14'467 CHF | 98.87% | 98.87% |
04.07.2024 | 6.24% | 0.26 CHF | 0.27 CHF | 160'468 | 50'000 | 166'199 | 50'000 | 40'114 CHF | 12'865 CHF | 99.72% | 99.72% |
03.07.2024 | 9.15% | 0.17 CHF | 0.19 CHF | 201'629 | 50'000 | 199'486 | 50'000 | 34'543 CHF | 9'494 CHF | 99.31% | 99.31% |
02.07.2024 | 9.40% | 0.17 CHF | 0.19 CHF | 204'332 | 50'000 | 215'102 | 50'000 | 33'495 CHF | 8'569 CHF | 98.21% | 98.21% |