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 | 5.15% | 0.19 CHF | 0.20 CHF | 184'286 | 50'000 | 183'672 | 50'000 | 35'205 CHF | 10'092 CHF | 99.72% | 99.72% |
12.07.2024 | 5.59% | 0.20 CHF | 0.21 CHF | 183'509 | 50'000 | 193'361 | 50'000 | 36'108 CHF | 9'876 CHF | 99.01% | 99.01% |
11.07.2024 | 6.55% | 0.19 CHF | 0.20 CHF | 192'574 | 50'000 | 207'973 | 50'000 | 35'778 CHF | 9'189 CHF | 99.08% | 99.08% |
10.07.2024 | 6.06% | 0.18 CHF | 0.19 CHF | 193'896 | 50'000 | 201'746 | 50'000 | 35'266 CHF | 9'298 CHF | 100.00% | 100.00% |
09.07.2024 | 5.87% | 0.16 CHF | 0.17 CHF | 210'334 | 50'000 | 193'929 | 50'000 | 35'134 CHF | 9'610 CHF | 100.00% | 100.00% |
08.07.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 193'059 | 50'000 | 193'289 | 50'000 | 36'456 CHF | 9'934 CHF | 100.00% | 100.00% |
05.07.2024 | 5.32% | 0.19 CHF | 0.21 CHF | 187'389 | 50'000 | 188'678 | 50'000 | 37'376 CHF | 10'455 CHF | 98.86% | 98.86% |
04.07.2024 | 5.47% | 0.18 CHF | 0.19 CHF | 204'915 | 50'000 | 206'599 | 50'000 | 36'849 CHF | 9'423 CHF | 100.00% | 100.00% |
03.07.2024 | 6.20% | 0.16 CHF | 0.17 CHF | 225'689 | 50'000 | 226'744 | 50'000 | 35'448 CHF | 8'318 CHF | 99.82% | 99.82% |
02.07.2024 | 6.98% | 0.15 CHF | 0.16 CHF | 228'104 | 50'000 | 247'869 | 50'000 | 34'588 CHF | 7'493 CHF | 100.00% | 100.00% |