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 | 11.77% | 0.31 CHF | 0.35 CHF | 170'000 | 50'000 | 164'924 | 50'000 | 51'913 CHF | 17'716 CHF | 99.72% | 99.72% |
12.07.2024 | 12.03% | 0.30 CHF | 0.34 CHF | 170'000 | 50'000 | 178'805 | 50'000 | 51'003 CHF | 16'096 CHF | 82.25% | 82.25% |
11.07.2024 | 13.45% | 0.27 CHF | 0.31 CHF | 190'000 | 50'000 | 188'158 | 50'000 | 51'394 CHF | 15'655 CHF | 93.83% | 93.83% |
10.07.2024 | 12.53% | 0.30 CHF | 0.34 CHF | 170'000 | 50'000 | 180'318 | 50'000 | 50'979 CHF | 16'043 CHF | 93.06% | 93.06% |
09.07.2024 | 11.88% | 0.28 CHF | 0.32 CHF | 180'000 | 50'000 | 179'526 | 50'000 | 51'092 CHF | 16'031 CHF | 100.00% | 100.00% |
08.07.2024 | 11.91% | 0.29 CHF | 0.32 CHF | 180'000 | 50'000 | 173'196 | 50'000 | 51'632 CHF | 16'802 CHF | 93.06% | 93.06% |
05.07.2024 | 11.49% | 0.32 CHF | 0.35 CHF | 160'000 | 50'000 | 171'759 | 50'000 | 51'298 CHF | 16'758 CHF | 96.72% | 96.72% |
04.07.2024 | 12.71% | 0.29 CHF | 0.33 CHF | 180'000 | 50'000 | 161'027 | 47'829 | 47'678 CHF | 16'078 CHF | 100.00% | 100.00% |
03.07.2024 | 17.18% | 0.30 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'001 CHF | 9'501 CHF | 100.00% | 100.00% |
02.07.2024 | 14.01% | 0.38 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'331 CHF | 10'731 CHF | 99.86% | 99.86% |