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 | 9.05% | 0.10 CHF | 0.11 CHF | 454'900 | 25'000 | 440'532 | 25'000 | 46'523 CHF | 2'894 CHF | 68.02% | 68.02% |
12.07.2024 | 8.50% | 0.12 CHF | 0.13 CHF | 420'000 | 25'000 | 434'990 | 25'000 | 49'048 CHF | 3'073 CHF | 94.18% | 94.18% |
11.07.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 390'000 | 25'000 | 395'124 | 25'000 | 49'797 CHF | 3'403 CHF | 66.83% | 66.83% |
10.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 415'382 | 25'000 | 411'486 | 25'000 | 49'466 CHF | 3'256 CHF | 78.87% | 78.87% |
09.07.2024 | 7.53% | 0.12 CHF | 0.13 CHF | 410'464 | 25'000 | 393'503 | 25'000 | 50'314 CHF | 3'448 CHF | 73.65% | 73.65% |
08.07.2024 | 6.84% | 0.13 CHF | 0.14 CHF | 388'833 | 25'000 | 357'336 | 25'000 | 50'480 CHF | 3'783 CHF | 100.00% | 100.00% |
05.07.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 340'000 | 25'000 | 345'468 | 25'000 | 50'836 CHF | 3'932 CHF | 58.55% | 58.55% |
04.07.2024 | 12.67% | 0.13 CHF | 0.14 CHF | 390'000 | 25'000 | 40'580 | 13'430 | 5'222 CHF | 1'913 CHF | 100.00% | 100.00% |
03.07.2024 | 12.47% | 0.14 CHF | 0.15 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'676 CHF | 1'899 CHF | 99.73% | 99.73% |
02.07.2024 | 13.23% | 0.12 CHF | 0.14 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 1'490 CHF | 1'701 CHF | 100.00% | 100.00% |