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 | 5.40% | 0.20 CHF | 0.21 CHF | 145'965 | 50'000 | 142'338 | 50'000 | 28'035 CHF | 10'404 CHF | 98.73% | 98.73% |
12.07.2024 | 7.60% | 0.18 CHF | 0.19 CHF | 146'011 | 50'000 | 155'489 | 50'000 | 24'639 CHF | 8'567 CHF | 14.23% | 14.23% |
11.07.2024 | 16.13% | 0.08 CHF | 0.09 CHF | 224'856 | 50'000 | 273'026 | 50'000 | 17'645 CHF | 3'811 CHF | 99.15% | 99.15% |
10.07.2024 | 19.80% | 0.06 CHF | 0.07 CHF | 274'625 | 50'000 | 298'190 | 50'000 | 17'149 CHF | 3'503 CHF | 100.00% | 100.00% |
09.07.2024 | 16.42% | 0.06 CHF | 0.07 CHF | 265'507 | 50'000 | 268'403 | 50'000 | 18'225 CHF | 3'994 CHF | 100.00% | 100.00% |
08.07.2024 | 17.54% | 0.07 CHF | 0.08 CHF | 275'413 | 50'000 | 275'953 | 50'000 | 18'155 CHF | 3'917 CHF | 100.00% | 100.00% |
05.07.2024 | 12.73% | 0.06 CHF | 0.08 CHF | 275'399 | 50'000 | 250'176 | 50'000 | 19'422 CHF | 4'411 CHF | 99.62% | 99.62% |
04.07.2024 | 13.50% | 0.07 CHF | 0.09 CHF | 259'420 | 50'000 | 271'736 | 50'000 | 18'953 CHF | 3'992 CHF | 100.00% | 100.00% |
03.07.2024 | 15.56% | 0.07 CHF | 0.08 CHF | 271'678 | 50'000 | 272'749 | 50'000 | 16'962 CHF | 3'643 CHF | 99.73% | 99.73% |
02.07.2024 | 15.71% | 0.07 CHF | 0.08 CHF | 249'493 | 50'000 | 267'157 | 50'000 | 18'987 CHF | 4'165 CHF | 100.00% | 100.00% |