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 | 7.27% | 0.13 CHF | 0.14 CHF | 233'286 | 50'000 | 231'410 | 50'000 | 30'680 CHF | 7'130 CHF | 99.72% | 99.72% |
12.07.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 232'975 | 50'000 | 235'180 | 50'000 | 30'792 CHF | 7'047 CHF | 99.01% | 99.01% |
11.07.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 222'345 | 50'000 | 233'708 | 50'000 | 31'424 CHF | 7'227 CHF | 92.48% | 92.48% |
10.07.2024 | 8.09% | 0.15 CHF | 0.16 CHF | 226'429 | 50'000 | 211'456 | 47'050 | 28'095 CHF | 6'748 CHF | 100.00% | 100.00% |
09.07.2024 | 6.46% | 0.14 CHF | 0.15 CHF | 226'631 | 50'000 | 226'870 | 50'000 | 34'000 CHF | 7'993 CHF | 100.00% | 100.00% |
08.07.2024 | 6.46% | 0.15 CHF | 0.16 CHF | 228'454 | 50'000 | 226'301 | 50'000 | 33'881 CHF | 7'986 CHF | 100.00% | 100.00% |
05.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 212'243 | 50'000 | 212'340 | 50'000 | 34'250 CHF | 8'565 CHF | 98.98% | 98.98% |
04.07.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 213'521 | 50'000 | 214'470 | 50'000 | 36'098 CHF | 8'915 CHF | 100.00% | 100.00% |
03.07.2024 | 6.43% | 0.16 CHF | 0.17 CHF | 224'884 | 50'000 | 224'635 | 50'000 | 33'805 CHF | 8'024 CHF | 100.00% | 100.00% |
02.07.2024 | 6.59% | 0.16 CHF | 0.17 CHF | 224'410 | 50'000 | 235'122 | 50'000 | 34'558 CHF | 7'855 CHF | 100.00% | 100.00% |