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 | 9.40% | 0.10 CHF | 0.11 CHF | 220'072 | 50'000 | 211'622 | 50'000 | 21'528 CHF | 5'589 CHF | 99.72% | 99.72% |
12.07.2024 | 12.03% | 0.11 CHF | 0.12 CHF | 203'457 | 50'000 | 210'604 | 50'000 | 21'002 CHF | 5'634 CHF | 99.01% | 99.01% |
11.07.2024 | 14.89% | 0.09 CHF | 0.10 CHF | 224'777 | 50'000 | 233'445 | 50'000 | 20'322 CHF | 5'058 CHF | 99.08% | 99.08% |
10.07.2024 | 15.13% | 0.08 CHF | 0.10 CHF | 250'681 | 50'000 | 269'601 | 50'000 | 20'419 CHF | 4'402 CHF | 100.00% | 100.00% |
09.07.2024 | 15.64% | 0.06 CHF | 0.07 CHF | 295'558 | 50'000 | 284'192 | 50'000 | 18'856 CHF | 3'886 CHF | 100.00% | 100.00% |
08.07.2024 | 13.92% | 0.07 CHF | 0.08 CHF | 272'588 | 50'000 | 258'473 | 50'000 | 19'845 CHF | 4'449 CHF | 100.00% | 100.00% |
05.07.2024 | 13.37% | 0.09 CHF | 0.10 CHF | 231'395 | 50'000 | 225'509 | 50'000 | 22'038 CHF | 5'594 CHF | 98.86% | 98.86% |
04.07.2024 | 12.18% | 0.09 CHF | 0.10 CHF | 253'852 | 50'000 | 254'785 | 50'000 | 22'577 CHF | 5'000 CHF | 100.00% | 100.00% |
03.07.2024 | 12.98% | 0.08 CHF | 0.10 CHF | 258'816 | 50'000 | 256'977 | 50'000 | 20'795 CHF | 4'611 CHF | 99.82% | 99.82% |
02.07.2024 | 13.49% | 0.08 CHF | 0.09 CHF | 261'479 | 50'000 | 277'496 | 50'000 | 22'022 CHF | 4'545 CHF | 100.00% | 100.00% |