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 | 5.84% | 0.16 CHF | 0.17 CHF | 219'834 | 50'000 | 210'416 | 50'000 | 35'044 CHF | 8'838 CHF | 98.72% | 98.72% |
12.07.2024 | 6.31% | 0.18 CHF | 0.19 CHF | 205'367 | 50'000 | 224'019 | 50'000 | 34'459 CHF | 8'210 CHF | 99.38% | 99.38% |
11.07.2024 | 7.07% | 0.15 CHF | 0.16 CHF | 224'776 | 75'000 | 245'693 | 75'000 | 33'596 CHF | 11'015 CHF | 99.06% | 99.06% |
10.07.2024 | 8.43% | 0.13 CHF | 0.14 CHF | 260'898 | 75'000 | 281'209 | 75'000 | 32'010 CHF | 9'305 CHF | 100.00% | 100.00% |
09.07.2024 | 6.98% | 0.12 CHF | 0.13 CHF | 259'263 | 75'000 | 242'468 | 75'000 | 33'603 CHF | 11'156 CHF | 100.00% | 100.00% |
08.07.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 241'313 | 50'000 | 236'938 | 50'000 | 34'975 CHF | 7'883 CHF | 99.99% | 99.99% |
05.07.2024 | 5.14% | 0.16 CHF | 0.17 CHF | 223'463 | 50'000 | 203'902 | 50'000 | 38'710 CHF | 9'999 CHF | 88.34% | 88.34% |
04.07.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 227'179 | 50'000 | 221'968 | 50'000 | 37'555 CHF | 8'961 CHF | 100.00% | 100.00% |
03.07.2024 | 6.20% | 0.17 CHF | 0.18 CHF | 225'146 | 75'000 | 237'396 | 75'000 | 37'125 CHF | 12'493 CHF | 99.73% | 99.73% |
02.07.2024 | 7.00% | 0.14 CHF | 0.15 CHF | 247'108 | 50'000 | 264'080 | 50'000 | 36'454 CHF | 7'404 CHF | 100.00% | 100.00% |