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 | 7.11% | 0.23 CHF | 0.25 CHF | 190'946 | 50'000 | 177'396 | 50'000 | 46'145 CHF | 13'992 CHF | 99.72% | 99.72% |
12.07.2024 | 10.34% | 0.27 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'522 CHF | 7'233 CHF | 99.01% | 99.01% |
11.07.2024 | 9.95% | 0.28 CHF | 0.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'773 CHF | 7'482 CHF | 97.88% | 97.88% |
10.07.2024 | 11.22% | 0.24 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'937 CHF | 6'640 CHF | 99.81% | 99.81% |
09.07.2024 | 10.03% | 0.26 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'788 CHF | 7'505 CHF | 100.00% | 100.00% |
08.07.2024 | 6.22% | 0.28 CHF | 0.29 CHF | 178'164 | 50'000 | 169'857 | 50'000 | 51'217 CHF | 16'052 CHF | 100.00% | 100.00% |
05.07.2024 | 6.21% | 0.30 CHF | 0.31 CHF | 172'190 | 50'000 | 168'989 | 50'000 | 51'606 CHF | 16'251 CHF | 82.68% | 82.68% |
04.07.2024 | 5.50% | 0.32 CHF | 0.33 CHF | 169'467 | 50'000 | 163'055 | 50'000 | 51'676 CHF | 16'750 CHF | 94.22% | 94.22% |
03.07.2024 | 7.55% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 73'011 | 33'561 | 22'731 CHF | 11'231 CHF | 99.81% | 99.81% |
02.07.2024 | 7.43% | 0.25 CHF | 0.26 CHF | 202'320 | 50'000 | 207'569 | 50'000 | 47'847 CHF | 12'418 CHF | 86.29% | 86.29% |