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 | 8.93% | 0.10 CHF | 0.11 CHF | 390'626 | 50'000 | 381'788 | 50'000 | 40'922 CHF | 5'876 CHF | 97.72% | 97.72% |
12.07.2024 | 8.47% | 0.11 CHF | 0.12 CHF | 365'600 | 50'000 | 368'975 | 50'000 | 41'760 CHF | 6'159 CHF | 74.44% | 74.44% |
11.07.2024 | 6.81% | 0.14 CHF | 0.15 CHF | 327'173 | 50'000 | 325'976 | 50'000 | 46'263 CHF | 7'597 CHF | 97.52% | 97.52% |
10.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 325'855 | 50'000 | 328'035 | 50'000 | 46'277 CHF | 7'555 CHF | 100.00% | 100.00% |
09.07.2024 | 6.88% | 0.15 CHF | 0.16 CHF | 328'048 | 50'000 | 336'622 | 50'000 | 47'270 CHF | 7'523 CHF | 96.35% | 96.35% |
08.07.2024 | 6.42% | 0.14 CHF | 0.15 CHF | 324'949 | 50'000 | 314'228 | 50'000 | 47'456 CHF | 8'052 CHF | 99.52% | 99.52% |
05.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 301'267 | 50'000 | 300'597 | 50'000 | 48'428 CHF | 8'555 CHF | 88.99% | 88.99% |
04.07.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 311'960 | 50'000 | 312'453 | 50'000 | 49'521 CHF | 8'425 CHF | 100.00% | 100.00% |
03.07.2024 | 6.12% | 0.15 CHF | 0.16 CHF | 317'054 | 50'000 | 308'956 | 50'000 | 49'004 CHF | 8'435 CHF | 66.65% | 66.65% |
02.07.2024 | 6.33% | 0.15 CHF | 0.16 CHF | 320'545 | 50'000 | 320'879 | 50'000 | 49'137 CHF | 8'157 CHF | 87.34% | 87.34% |