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 | 5.95% | 0.19 CHF | 0.20 CHF | 229'591 | 50'000 | 219'482 | 50'000 | 45'351 CHF | 10'979 CHF | 98.61% | 98.61% |
12.07.2024 | 7.54% | 0.19 CHF | 0.20 CHF | 238'503 | 50'000 | 233'318 | 50'000 | 44'223 CHF | 10'223 CHF | 99.38% | 99.38% |
11.07.2024 | 6.12% | 0.20 CHF | 0.21 CHF | 229'438 | 50'000 | 217'230 | 50'000 | 46'063 CHF | 11'296 CHF | 98.72% | 98.72% |
10.07.2024 | 4.79% | 0.25 CHF | 0.26 CHF | 192'557 | 50'000 | 191'087 | 50'000 | 48'386 CHF | 13'291 CHF | 95.49% | 95.49% |
09.07.2024 | 4.79% | 0.28 CHF | 0.29 CHF | 181'104 | 50'000 | 186'585 | 50'000 | 49'137 CHF | 13'817 CHF | 39.03% | 39.03% |
08.07.2024 | 5.60% | 0.28 CHF | 0.29 CHF | 181'060 | 50'000 | 186'284 | 50'000 | 49'097 CHF | 13'944 CHF | 78.26% | 78.26% |
05.07.2024 | 5.14% | 0.25 CHF | 0.26 CHF | 192'721 | 50'000 | 195'005 | 50'000 | 48'660 CHF | 13'141 CHF | 99.62% | 99.62% |
04.07.2024 | 5.84% | 0.26 CHF | 0.27 CHF | 192'135 | 50'000 | 191'491 | 50'000 | 48'897 CHF | 13'540 CHF | 99.71% | 99.71% |
03.07.2024 | 6.17% | 0.23 CHF | 0.25 CHF | 205'865 | 50'000 | 216'433 | 50'000 | 46'687 CHF | 11'494 CHF | 99.73% | 99.73% |
02.07.2024 | 7.67% | 0.18 CHF | 0.19 CHF | 252'841 | 50'000 | 262'138 | 50'000 | 43'481 CHF | 8'966 CHF | 100.00% | 100.00% |