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 | 12.67% | 0.11 CHF | 0.13 CHF | 147'539 | 50'000 | 142'996 | 50'000 | 16'398 CHF | 6'516 CHF | 95.13% | 95.13% |
12.07.2024 | 9.87% | 0.12 CHF | 0.13 CHF | 140'055 | 50'000 | 145'184 | 50'000 | 16'812 CHF | 6'413 CHF | 96.30% | 96.30% |
11.07.2024 | 10.40% | 0.10 CHF | 0.12 CHF | 158'268 | 50'000 | 164'528 | 50'000 | 16'643 CHF | 5'621 CHF | 99.07% | 99.07% |
10.07.2024 | 10.84% | 0.10 CHF | 0.11 CHF | 168'512 | 50'000 | 186'913 | 50'000 | 16'521 CHF | 4'929 CHF | 100.00% | 100.00% |
09.07.2024 | 14.35% | 0.07 CHF | 0.08 CHF | 214'260 | 50'000 | 204'822 | 50'000 | 16'230 CHF | 4'582 CHF | 82.47% | 82.47% |
08.07.2024 | 15.50% | 0.07 CHF | 0.08 CHF | 204'022 | 50'000 | 193'851 | 50'000 | 15'144 CHF | 4'580 CHF | 85.50% | 85.50% |
05.07.2024 | 10.62% | 0.09 CHF | 0.11 CHF | 171'215 | 50'000 | 164'312 | 50'000 | 17'154 CHF | 5'821 CHF | 93.67% | 93.67% |
04.07.2024 | 11.81% | 0.09 CHF | 0.10 CHF | 180'159 | 50'000 | 178'049 | 50'000 | 17'648 CHF | 5'580 CHF | 55.88% | 55.88% |
03.07.2024 | 14.13% | 0.09 CHF | 0.10 CHF | 195'706 | 50'000 | 195'338 | 50'000 | 16'069 CHF | 4'743 CHF | 97.00% | 97.00% |
02.07.2024 | 13.01% | 0.09 CHF | 0.10 CHF | 202'032 | 50'000 | 205'455 | 50'000 | 16'934 CHF | 4'705 CHF | 53.18% | 53.18% |