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 | 10.52% | 0.16 CHF | 0.17 CHF | 154'913 | 50'000 | 154'043 | 50'000 | 25'455 CHF | 9'182 CHF | 98.72% | 98.72% |
12.07.2024 | 8.31% | 0.18 CHF | 0.20 CHF | 152'581 | 50'000 | 153'564 | 50'000 | 27'011 CHF | 9'556 CHF | 99.38% | 99.38% |
11.07.2024 | 11.77% | 0.17 CHF | 0.18 CHF | 154'050 | 50'000 | 156'495 | 50'000 | 22'698 CHF | 8'158 CHF | 99.16% | 99.16% |
10.07.2024 | 11.00% | 0.14 CHF | 0.16 CHF | 157'429 | 50'000 | 157'493 | 50'000 | 21'660 CHF | 7'679 CHF | 100.00% | 100.00% |
09.07.2024 | 11.55% | 0.12 CHF | 0.13 CHF | 159'407 | 50'000 | 157'234 | 50'000 | 21'661 CHF | 7'729 CHF | 100.00% | 100.00% |
08.07.2024 | 9.54% | 0.16 CHF | 0.17 CHF | 155'548 | 50'000 | 155'245 | 50'000 | 24'398 CHF | 8'644 CHF | 100.00% | 100.00% |
05.07.2024 | 7.52% | 0.16 CHF | 0.17 CHF | 155'854 | 50'000 | 155'059 | 50'000 | 26'044 CHF | 9'058 CHF | 99.62% | 99.62% |
04.07.2024 | 9.08% | 0.16 CHF | 0.17 CHF | 156'033 | 50'000 | 155'951 | 50'000 | 25'046 CHF | 8'793 CHF | 100.00% | 100.00% |
03.07.2024 | 12.04% | 0.15 CHF | 0.17 CHF | 156'660 | 50'000 | 158'072 | 50'000 | 22'228 CHF | 7'933 CHF | 99.73% | 99.73% |
02.07.2024 | 13.96% | 0.12 CHF | 0.13 CHF | 160'366 | 50'000 | 159'970 | 50'000 | 19'306 CHF | 6'939 CHF | 100.00% | 100.00% |