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 | 6.71% | 0.14 CHF | 0.15 CHF | 280'122 | 75'000 | 280'163 | 75'000 | 40'381 CHF | 11'561 CHF | 88.99% | 88.99% |
12.07.2024 | 6.91% | 0.14 CHF | 0.15 CHF | 294'497 | 75'000 | 294'763 | 75'000 | 41'202 CHF | 11'233 CHF | 99.01% | 99.01% |
11.07.2024 | 7.47% | 0.14 CHF | 0.15 CHF | 294'607 | 75'000 | 309'141 | 75'000 | 39'862 CHF | 10'425 CHF | 90.82% | 90.82% |
10.07.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 326'152 | 75'000 | 332'686 | 75'000 | 36'953 CHF | 9'082 CHF | 96.53% | 96.53% |
09.07.2024 | 9.74% | 0.10 CHF | 0.11 CHF | 352'260 | 75'000 | 357'096 | 75'000 | 34'945 CHF | 8'091 CHF | 98.40% | 98.40% |
08.07.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 383'745 | 75'000 | 379'572 | 75'000 | 31'822 CHF | 7'041 CHF | 97.64% | 97.64% |
05.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 383'344 | 75'000 | 383'353 | 75'000 | 34'072 CHF | 7'416 CHF | 98.50% | 98.50% |
04.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 385'241 | 75'000 | 389'202 | 75'000 | 31'262 CHF | 6'774 CHF | 93.73% | 93.73% |
03.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 387'672 | 75'000 | 391'608 | 75'000 | 31'410 CHF | 6'766 CHF | 99.75% | 99.75% |
02.07.2024 | 11.74% | 0.08 CHF | 0.09 CHF | 390'611 | 75'000 | 388'165 | 75'000 | 31'139 CHF | 6'766 CHF | 100.00% | 100.00% |