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 | 7.09% | 0.20 CHF | 0.21 CHF | 197'123 | 50'000 | 191'574 | 50'000 | 39'856 CHF | 11'175 CHF | 98.73% | 98.73% |
12.07.2024 | 7.80% | 0.22 CHF | 0.23 CHF | 188'797 | 50'000 | 194'327 | 50'000 | 39'885 CHF | 11'095 CHF | 99.38% | 99.38% |
11.07.2024 | 6.06% | 0.21 CHF | 0.22 CHF | 195'103 | 50'000 | 197'008 | 50'000 | 39'691 CHF | 10'707 CHF | 99.15% | 99.15% |
10.07.2024 | 6.98% | 0.20 CHF | 0.21 CHF | 200'536 | 50'000 | 197'219 | 50'000 | 40'161 CHF | 10'920 CHF | 100.00% | 100.00% |
09.07.2024 | 5.92% | 0.20 CHF | 0.22 CHF | 197'080 | 50'000 | 194'125 | 50'000 | 41'098 CHF | 11'234 CHF | 100.00% | 100.00% |
08.07.2024 | 6.33% | 0.21 CHF | 0.22 CHF | 197'400 | 50'000 | 196'638 | 50'000 | 40'440 CHF | 10'955 CHF | 100.00% | 100.00% |
05.07.2024 | 6.58% | 0.19 CHF | 0.20 CHF | 212'355 | 50'000 | 208'733 | 50'000 | 39'534 CHF | 10'116 CHF | 99.62% | 99.62% |
04.07.2024 | 6.69% | 0.19 CHF | 0.21 CHF | 208'197 | 50'000 | 203'513 | 50'000 | 40'250 CHF | 10'577 CHF | 100.00% | 100.00% |
03.07.2024 | 7.65% | 0.21 CHF | 0.22 CHF | 202'426 | 50'000 | 201'928 | 50'000 | 41'253 CHF | 11'026 CHF | 99.73% | 99.73% |
02.07.2024 | 6.86% | 0.21 CHF | 0.22 CHF | 199'496 | 50'000 | 205'844 | 50'000 | 41'047 CHF | 10'680 CHF | 100.00% | 100.00% |