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 | 5.14% | 0.28 CHF | 0.30 CHF | 126'434 | 50'000 | 125'998 | 50'000 | 34'934 CHF | 14'605 CHF | 98.73% | 98.73% |
12.07.2024 | 4.83% | 0.26 CHF | 0.27 CHF | 126'362 | 50'000 | 131'557 | 50'000 | 30'939 CHF | 12'357 CHF | 14.23% | 14.23% |
11.07.2024 | 10.46% | 0.14 CHF | 0.15 CHF | 169'889 | 50'000 | 195'608 | 50'000 | 22'109 CHF | 6'305 CHF | 99.16% | 99.16% |
10.07.2024 | 10.95% | 0.11 CHF | 0.12 CHF | 197'722 | 50'000 | 206'373 | 50'000 | 21'717 CHF | 5'870 CHF | 100.00% | 100.00% |
09.07.2024 | 9.35% | 0.11 CHF | 0.12 CHF | 194'979 | 50'000 | 195'865 | 50'000 | 23'083 CHF | 6'469 CHF | 100.00% | 100.00% |
08.07.2024 | 10.21% | 0.12 CHF | 0.13 CHF | 188'012 | 50'000 | 196'238 | 50'000 | 22'688 CHF | 6'407 CHF | 100.00% | 100.00% |
05.07.2024 | 9.53% | 0.11 CHF | 0.12 CHF | 199'396 | 50'000 | 186'060 | 50'000 | 23'738 CHF | 7'024 CHF | 99.62% | 99.62% |
04.07.2024 | 8.36% | 0.13 CHF | 0.14 CHF | 191'487 | 50'000 | 199'088 | 50'000 | 23'867 CHF | 6'518 CHF | 100.00% | 100.00% |
03.07.2024 | 9.05% | 0.12 CHF | 0.13 CHF | 197'732 | 50'000 | 201'115 | 50'000 | 22'448 CHF | 6'119 CHF | 99.73% | 99.73% |
02.07.2024 | 9.78% | 0.12 CHF | 0.13 CHF | 185'625 | 50'000 | 191'708 | 50'000 | 23'609 CHF | 6'792 CHF | 100.00% | 100.00% |