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 | 6.12% | 0.16 CHF | 0.17 CHF | 271'058 | 50'000 | 273'419 | 50'000 | 43'289 CHF | 8'419 CHF | 99.72% | 99.72% |
12.07.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 271'524 | 50'000 | 272'365 | 50'000 | 41'824 CHF | 8'179 CHF | 99.01% | 99.01% |
11.07.2024 | 6.25% | 0.16 CHF | 0.17 CHF | 259'738 | 50'000 | 271'932 | 50'000 | 42'181 CHF | 8'259 CHF | 92.48% | 92.48% |
10.07.2024 | 7.04% | 0.17 CHF | 0.18 CHF | 263'538 | 50'000 | 244'444 | 47'050 | 37'573 CHF | 7'726 CHF | 100.00% | 100.00% |
09.07.2024 | 5.72% | 0.16 CHF | 0.17 CHF | 263'184 | 50'000 | 263'414 | 50'000 | 44'721 CHF | 8'989 CHF | 100.00% | 100.00% |
08.07.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 264'683 | 50'000 | 262'697 | 50'000 | 42'601 CHF | 8'611 CHF | 100.00% | 100.00% |
05.07.2024 | 5.46% | 0.17 CHF | 0.18 CHF | 254'684 | 50'000 | 248'428 | 50'000 | 44'269 CHF | 9'412 CHF | 98.98% | 98.98% |
04.07.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 246'323 | 50'000 | 247'204 | 50'000 | 44'650 CHF | 9'531 CHF | 100.00% | 100.00% |
03.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 267'662 | 50'000 | 268'226 | 50'000 | 45'598 CHF | 9'000 CHF | 100.00% | 100.00% |
02.07.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 258'405 | 50'000 | 272'136 | 50'000 | 44'704 CHF | 8'718 CHF | 100.00% | 100.00% |