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 | 10.63% | 0.09 CHF | 0.10 CHF | 166'572 | 50'000 | 154'389 | 50'000 | 14'848 CHF | 5'367 CHF | 98.73% | 98.73% |
12.07.2024 | 11.11% | 0.10 CHF | 0.11 CHF | 157'293 | 50'000 | 167'155 | 50'000 | 14'978 CHF | 5'014 CHF | 99.38% | 99.38% |
11.07.2024 | 14.03% | 0.08 CHF | 0.10 CHF | 171'219 | 50'000 | 166'038 | 50'000 | 14'345 CHF | 4'975 CHF | 99.16% | 99.16% |
10.07.2024 | 12.07% | 0.09 CHF | 0.10 CHF | 173'424 | 50'000 | 159'139 | 50'000 | 14'991 CHF | 5'330 CHF | 100.00% | 100.00% |
09.07.2024 | 8.73% | 0.10 CHF | 0.11 CHF | 150'157 | 50'000 | 146'146 | 50'000 | 16'546 CHF | 6'188 CHF | 100.00% | 100.00% |
08.07.2024 | 11.46% | 0.09 CHF | 0.10 CHF | 176'782 | 50'000 | 163'935 | 50'000 | 14'862 CHF | 5'088 CHF | 100.00% | 100.00% |
05.07.2024 | 11.57% | 0.09 CHF | 0.10 CHF | 165'563 | 50'000 | 148'643 | 47'893 | 14'324 CHF | 5'137 CHF | 99.62% | 99.62% |
04.07.2024 | 16.18% | 0.06 CHF | 0.07 CHF | 217'070 | 50'000 | 216'902 | 50'000 | 13'176 CHF | 3'574 CHF | 100.00% | 100.00% |
03.07.2024 | 14.32% | 0.06 CHF | 0.07 CHF | 216'705 | 50'000 | 208'089 | 50'000 | 14'292 CHF | 3'973 CHF | 99.73% | 99.73% |
02.07.2024 | 15.13% | 0.07 CHF | 0.08 CHF | 219'585 | 50'000 | 218'530 | 50'000 | 13'435 CHF | 3'575 CHF | 100.00% | 100.00% |