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 | 8.45% | 0.11 CHF | 0.12 CHF | 302'775 | 50'000 | 288'922 | 50'000 | 32'853 CHF | 6'210 CHF | 97.72% | 97.72% |
12.07.2024 | 7.93% | 0.12 CHF | 0.13 CHF | 277'510 | 50'000 | 275'988 | 50'000 | 33'447 CHF | 6'561 CHF | 74.44% | 74.44% |
11.07.2024 | 6.00% | 0.16 CHF | 0.17 CHF | 256'140 | 50'000 | 247'797 | 50'000 | 40'092 CHF | 8'593 CHF | 97.53% | 97.53% |
10.07.2024 | 6.01% | 0.16 CHF | 0.17 CHF | 248'267 | 50'000 | 249'576 | 50'000 | 40'311 CHF | 8'577 CHF | 100.00% | 100.00% |
09.07.2024 | 6.19% | 0.17 CHF | 0.18 CHF | 250'019 | 50'000 | 257'184 | 50'000 | 40'314 CHF | 8'341 CHF | 96.35% | 96.35% |
08.07.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 242'469 | 50'000 | 239'880 | 50'000 | 41'795 CHF | 9'213 CHF | 99.15% | 99.15% |
05.07.2024 | 5.16% | 0.18 CHF | 0.19 CHF | 236'518 | 50'000 | 231'558 | 50'000 | 43'727 CHF | 9'943 CHF | 97.10% | 97.10% |
04.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 235'388 | 50'000 | 237'974 | 50'000 | 43'691 CHF | 9'682 CHF | 100.00% | 100.00% |
03.07.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 245'307 | 50'000 | 239'338 | 50'000 | 44'435 CHF | 9'786 CHF | 100.00% | 100.00% |
02.07.2024 | 5.58% | 0.17 CHF | 0.18 CHF | 248'069 | 50'000 | 248'091 | 50'000 | 43'259 CHF | 9'218 CHF | 94.06% | 94.06% |