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 | 9.58% | 0.26 CHF | 0.29 CHF | 119'074 | 25'000 | 113'610 | 25'000 | 32'076 CHF | 7'784 CHF | 98.73% | 98.73% |
12.07.2024 | 10.23% | 0.28 CHF | 0.31 CHF | 116'383 | 25'000 | 123'766 | 25'000 | 31'242 CHF | 7'002 CHF | 99.38% | 99.38% |
11.07.2024 | 9.28% | 0.28 CHF | 0.31 CHF | 118'352 | 25'000 | 119'896 | 25'000 | 31'779 CHF | 7'274 CHF | 99.15% | 99.15% |
10.07.2024 | 9.93% | 0.24 CHF | 0.27 CHF | 130'077 | 25'000 | 126'835 | 25'000 | 30'958 CHF | 6'742 CHF | 100.00% | 100.00% |
09.07.2024 | 10.01% | 0.23 CHF | 0.26 CHF | 131'019 | 25'000 | 122'013 | 25'000 | 31'723 CHF | 7'187 CHF | 99.99% | 99.99% |
08.07.2024 | 9.60% | 0.26 CHF | 0.29 CHF | 123'033 | 25'000 | 117'768 | 25'000 | 33'103 CHF | 7'748 CHF | 100.00% | 100.00% |
05.07.2024 | 8.98% | 0.30 CHF | 0.33 CHF | 112'559 | 25'000 | 113'000 | 25'000 | 35'251 CHF | 8'535 CHF | 99.62% | 99.62% |
04.07.2024 | 7.08% | 0.34 CHF | 0.36 CHF | 107'667 | 25'000 | 102'670 | 25'000 | 37'396 CHF | 9'808 CHF | 100.00% | 100.00% |
03.07.2024 | 6.61% | 0.38 CHF | 0.41 CHF | 100'760 | 25'000 | 108'436 | 25'000 | 37'377 CHF | 9'262 CHF | 96.53% | 96.53% |
02.07.2024 | 12.15% | 0.22 CHF | 0.25 CHF | 142'381 | 25'000 | 145'552 | 25'000 | 31'209 CHF | 6'057 CHF | 100.00% | 100.00% |