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 | 8.32% | 0.10 CHF | 0.11 CHF | 260'427 | 25'000 | 247'682 | 25'000 | 28'623 CHF | 3'145 CHF | 97.00% | 97.00% |
12.07.2024 | 9.01% | 0.12 CHF | 0.13 CHF | 251'694 | 25'000 | 270'312 | 25'000 | 28'723 CHF | 2'915 CHF | 98.76% | 98.76% |
11.07.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 243'410 | 25'000 | 270'271 | 25'000 | 29'333 CHF | 2'966 CHF | 99.07% | 99.07% |
10.07.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 292'130 | 25'000 | 288'565 | 25'000 | 28'481 CHF | 2'718 CHF | 100.00% | 100.00% |
09.07.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 276'240 | 25'000 | 265'296 | 25'000 | 28'689 CHF | 2'955 CHF | 100.00% | 100.00% |
08.07.2024 | 10.22% | 0.09 CHF | 0.10 CHF | 292'364 | 25'000 | 288'587 | 25'000 | 26'851 CHF | 2'579 CHF | 100.00% | 100.00% |
05.07.2024 | 7.43% | 0.11 CHF | 0.12 CHF | 251'687 | 25'000 | 256'704 | 25'000 | 33'601 CHF | 3'520 CHF | 89.12% | 89.12% |
04.07.2024 | 8.18% | 0.12 CHF | 0.13 CHF | 256'634 | 25'000 | 261'534 | 25'000 | 30'725 CHF | 3'187 CHF | 100.00% | 100.00% |
03.07.2024 | 9.17% | 0.12 CHF | 0.13 CHF | 239'956 | 25'000 | 266'654 | 25'000 | 27'809 CHF | 2'866 CHF | 99.42% | 99.42% |
02.07.2024 | 8.72% | 0.10 CHF | 0.11 CHF | 279'481 | 25'000 | 267'977 | 25'000 | 29'394 CHF | 2'992 CHF | 63.44% | 63.44% |