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 | 4.51% | 0.25 CHF | 0.26 CHF | 184'081 | 50'000 | 184'275 | 50'000 | 45'283 CHF | 12'859 CHF | 98.73% | 98.73% |
12.07.2024 | 8.65% | 0.22 CHF | 0.24 CHF | 25'000 | 25'000 | 56'879 | 29'682 | 12'514 CHF | 7'153 CHF | 91.77% | 91.77% |
11.07.2024 | 8.48% | 0.15 CHF | 0.16 CHF | 255'552 | 50'000 | 278'021 | 50'000 | 36'466 CHF | 7'155 CHF | 99.16% | 99.16% |
10.07.2024 | 10.27% | 0.13 CHF | 0.14 CHF | 287'734 | 50'000 | 288'664 | 50'000 | 35'764 CHF | 6'866 CHF | 100.00% | 100.00% |
09.07.2024 | 11.17% | 0.13 CHF | 0.14 CHF | 273'642 | 50'000 | 273'195 | 50'000 | 35'707 CHF | 7'311 CHF | 100.00% | 100.00% |
08.07.2024 | 7.97% | 0.13 CHF | 0.15 CHF | 274'895 | 50'000 | 273'859 | 50'000 | 36'190 CHF | 7'157 CHF | 100.00% | 100.00% |
05.07.2024 | 8.65% | 0.13 CHF | 0.14 CHF | 274'703 | 50'000 | 264'311 | 50'000 | 36'637 CHF | 7'561 CHF | 99.62% | 99.62% |
04.07.2024 | 10.16% | 0.14 CHF | 0.15 CHF | 271'173 | 50'000 | 278'934 | 50'000 | 36'413 CHF | 7'230 CHF | 100.00% | 100.00% |
03.07.2024 | 10.44% | 0.13 CHF | 0.14 CHF | 284'808 | 50'000 | 283'753 | 50'000 | 35'518 CHF | 6'949 CHF | 99.73% | 99.73% |
02.07.2024 | 9.97% | 0.13 CHF | 0.14 CHF | 272'016 | 50'000 | 271'792 | 50'000 | 36'295 CHF | 7'377 CHF | 100.00% | 100.00% |