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 | 14.83% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'897 CHF | 4'521 CHF | 74.46% | 74.46% |
12.07.2024 | 8.42% | 0.21 CHF | 0.22 CHF | 231'144 | 50'000 | 243'112 | 50'000 | 47'088 CHF | 10'543 CHF | 97.56% | 97.56% |
11.07.2024 | 7.63% | 0.20 CHF | 0.22 CHF | 238'025 | 50'000 | 246'204 | 50'000 | 48'251 CHF | 10'579 CHF | 97.76% | 97.76% |
10.07.2024 | 7.71% | 0.20 CHF | 0.21 CHF | 248'346 | 50'000 | 251'178 | 50'000 | 48'080 CHF | 10'341 CHF | 90.87% | 90.87% |
09.07.2024 | 7.95% | 0.18 CHF | 0.20 CHF | 264'496 | 50'000 | 241'926 | 50'000 | 48'069 CHF | 10'778 CHF | 92.47% | 92.47% |
08.07.2024 | 7.67% | 0.21 CHF | 0.23 CHF | 225'902 | 50'000 | 216'998 | 50'000 | 48'800 CHF | 12'145 CHF | 99.79% | 99.79% |
05.07.2024 | 7.31% | 0.23 CHF | 0.24 CHF | 223'423 | 50'000 | 222'169 | 50'000 | 49'472 CHF | 11'983 CHF | 80.15% | 80.15% |
04.07.2024 | 7.18% | 0.21 CHF | 0.23 CHF | 228'493 | 50'000 | 238'235 | 50'000 | 48'358 CHF | 10'918 CHF | 74.79% | 74.79% |
03.07.2024 | 9.34% | 0.16 CHF | 0.17 CHF | 282'982 | 50'000 | 282'032 | 50'000 | 44'834 CHF | 8'730 CHF | 99.31% | 99.31% |
02.07.2024 | 9.40% | 0.16 CHF | 0.17 CHF | 291'469 | 50'000 | 303'464 | 50'000 | 44'625 CHF | 8'087 CHF | 98.86% | 98.86% |