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 | 6.46% | 0.14 CHF | 0.15 CHF | 203'457 | 50'000 | 192'411 | 50'000 | 28'881 CHF | 8'009 CHF | 81.98% | 81.98% |
12.07.2024 | 6.67% | 0.14 CHF | 0.15 CHF | 201'881 | 50'000 | 198'950 | 50'000 | 28'869 CHF | 7'759 CHF | 91.40% | 91.40% |
11.07.2024 | 6.63% | 0.14 CHF | 0.15 CHF | 199'019 | 50'000 | 199'871 | 50'000 | 29'175 CHF | 7'800 CHF | 98.67% | 98.67% |
10.07.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 224'517 | 50'000 | 226'538 | 50'000 | 27'594 CHF | 6'591 CHF | 99.41% | 99.41% |
09.07.2024 | 8.07% | 0.11 CHF | 0.12 CHF | 234'663 | 50'000 | 229'811 | 50'000 | 27'336 CHF | 6'449 CHF | 87.04% | 87.04% |
08.07.2024 | 8.01% | 0.11 CHF | 0.12 CHF | 238'910 | 50'000 | 238'676 | 50'000 | 28'611 CHF | 6'495 CHF | 88.03% | 88.03% |
05.07.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 241'155 | 50'000 | 241'220 | 50'000 | 28'057 CHF | 6'316 CHF | 97.09% | 97.09% |
04.07.2024 | 8.16% | 0.12 CHF | 0.13 CHF | 242'980 | 50'000 | 244'384 | 50'000 | 28'773 CHF | 6'387 CHF | 98.24% | 98.24% |
03.07.2024 | 9.24% | 0.11 CHF | 0.12 CHF | 256'412 | 50'000 | 267'792 | 50'000 | 27'689 CHF | 5'674 CHF | 99.65% | 99.65% |
02.07.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 286'147 | 50'000 | 298'438 | 50'000 | 27'378 CHF | 5'092 CHF | 98.10% | 98.10% |