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 | 10.98% | 0.23 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'643 CHF | 6'294 CHF | 74.47% | 74.47% |
12.07.2024 | 5.92% | 0.30 CHF | 0.31 CHF | 175'786 | 50'000 | 180'111 | 50'000 | 50'750 CHF | 14'951 CHF | 76.95% | 76.95% |
11.07.2024 | 5.27% | 0.30 CHF | 0.31 CHF | 178'432 | 50'000 | 180'009 | 50'000 | 51'394 CHF | 15'049 CHF | 77.95% | 77.95% |
10.07.2024 | 5.82% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 181'898 | 50'000 | 50'732 CHF | 14'784 CHF | 76.19% | 76.19% |
09.07.2024 | 5.64% | 0.27 CHF | 0.28 CHF | 195'662 | 50'000 | 177'094 | 50'000 | 51'252 CHF | 15'340 CHF | 96.15% | 96.15% |
08.07.2024 | 5.49% | 0.32 CHF | 0.33 CHF | 167'229 | 50'000 | 159'681 | 50'000 | 51'715 CHF | 17'111 CHF | 93.98% | 93.98% |
05.07.2024 | 5.21% | 0.32 CHF | 0.33 CHF | 167'629 | 50'000 | 161'598 | 50'000 | 51'862 CHF | 16'912 CHF | 85.06% | 85.06% |
04.07.2024 | 5.08% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 175'266 | 50'000 | 51'758 CHF | 15'556 CHF | 49.52% | 49.52% |
03.07.2024 | 5.91% | 0.23 CHF | 0.25 CHF | 205'163 | 50'000 | 205'551 | 50'000 | 48'360 CHF | 12'485 CHF | 97.74% | 97.74% |
02.07.2024 | 6.98% | 0.23 CHF | 0.25 CHF | 210'283 | 50'000 | 217'270 | 50'000 | 47'319 CHF | 11'690 CHF | 98.86% | 98.86% |