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 | 5.89% | 0.18 CHF | 0.19 CHF | 193'246 | 50'000 | 191'162 | 50'000 | 35'183 CHF | 9'763 CHF | 99.72% | 99.72% |
12.07.2024 | 5.77% | 0.20 CHF | 0.21 CHF | 188'820 | 50'000 | 187'283 | 50'000 | 36'985 CHF | 10'465 CHF | 99.01% | 99.01% |
11.07.2024 | 5.47% | 0.20 CHF | 0.21 CHF | 183'972 | 50'000 | 190'101 | 50'000 | 36'579 CHF | 10'166 CHF | 99.08% | 99.08% |
10.07.2024 | 7.27% | 0.19 CHF | 0.21 CHF | 193'096 | 50'000 | 197'695 | 50'000 | 36'430 CHF | 9'909 CHF | 100.00% | 100.00% |
09.07.2024 | 6.53% | 0.18 CHF | 0.19 CHF | 198'800 | 50'000 | 192'045 | 50'000 | 36'975 CHF | 10'279 CHF | 100.00% | 100.00% |
08.07.2024 | 5.84% | 0.18 CHF | 0.19 CHF | 198'688 | 50'000 | 201'480 | 50'000 | 36'266 CHF | 9'543 CHF | 100.00% | 100.00% |
05.07.2024 | 6.11% | 0.18 CHF | 0.19 CHF | 201'414 | 50'000 | 201'536 | 50'000 | 36'827 CHF | 9'712 CHF | 98.86% | 98.86% |
04.07.2024 | 6.31% | 0.18 CHF | 0.19 CHF | 211'426 | 50'000 | 211'910 | 50'000 | 37'086 CHF | 9'320 CHF | 100.00% | 100.00% |
03.07.2024 | 8.69% | 0.15 CHF | 0.17 CHF | 230'573 | 50'000 | 235'574 | 50'000 | 35'944 CHF | 8'325 CHF | 99.82% | 99.82% |
02.07.2024 | 7.85% | 0.14 CHF | 0.15 CHF | 260'419 | 50'000 | 261'086 | 50'000 | 34'892 CHF | 7'228 CHF | 100.00% | 100.00% |