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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 6.75% | 0.18 CHF | 0.19 CHF | 126'745 | 50'000 | 140'225 | 50'000 | 20'909 CHF | 7'988 CHF | 95.76% | 95.76% |
11.07.2024 | 8.25% | 0.15 CHF | 0.16 CHF | 143'204 | 50'000 | 153'437 | 50'000 | 20'309 CHF | 7'192 CHF | 84.24% | 84.24% |
10.07.2024 | 6.98% | 0.15 CHF | 0.16 CHF | 146'086 | 50'000 | 153'708 | 50'000 | 21'337 CHF | 7'476 CHF | 97.50% | 97.50% |
09.07.2024 | 6.73% | 0.12 CHF | 0.13 CHF | 159'582 | 50'000 | 144'352 | 50'000 | 21'592 CHF | 8'013 CHF | 76.82% | 76.82% |
08.07.2024 | 7.24% | 0.15 CHF | 0.16 CHF | 141'877 | 50'000 | 138'057 | 50'000 | 21'827 CHF | 8'507 CHF | 76.55% | 76.55% |
05.07.2024 | 6.70% | 0.16 CHF | 0.17 CHF | 133'671 | 50'000 | 132'684 | 50'000 | 23'909 CHF | 9'673 CHF | 63.95% | 63.95% |
04.07.2024 | 8.02% | 0.14 CHF | 0.15 CHF | 150'020 | 50'000 | 153'158 | 50'000 | 21'111 CHF | 7'469 CHF | 100.00% | 100.00% |
03.07.2024 | 8.70% | 0.12 CHF | 0.13 CHF | 171'471 | 50'000 | 176'205 | 50'000 | 21'243 CHF | 6'584 CHF | 99.82% | 99.82% |
02.07.2024 | 10.47% | 0.10 CHF | 0.11 CHF | 185'262 | 50'000 | 214'261 | 50'000 | 19'495 CHF | 5'078 CHF | 100.00% | 100.00% |
01.07.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 217'897 | 50'000 | 207'556 | 50'000 | 18'668 CHF | 5'052 CHF | 90.73% | 90.73% |