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 | 7.72% | 0.21 CHF | 0.23 CHF | 240'000 | 50'000 | 215'329 | 50'000 | 50'372 CHF | 12'672 CHF | 99.72% | 99.72% |
12.07.2024 | 11.58% | 0.24 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'842 CHF | 6'559 CHF | 99.01% | 99.01% |
11.07.2024 | 10.99% | 0.24 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'023 CHF | 6'723 CHF | 99.08% | 99.08% |
10.07.2024 | 11.97% | 0.22 CHF | 0.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'402 CHF | 6'088 CHF | 99.81% | 99.81% |
09.07.2024 | 11.22% | 0.23 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'015 CHF | 6'729 CHF | 100.00% | 100.00% |
08.07.2024 | 7.02% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 193'901 | 50'000 | 51'208 CHF | 14'175 CHF | 100.00% | 100.00% |
05.07.2024 | 6.53% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 192'002 | 50'000 | 51'424 CHF | 14'304 CHF | 98.72% | 98.72% |
04.07.2024 | 6.58% | 0.27 CHF | 0.29 CHF | 190'000 | 50'000 | 182'426 | 50'000 | 50'684 CHF | 14'843 CHF | 100.00% | 100.00% |
03.07.2024 | 8.69% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 80'211 | 33'561 | 21'976 CHF | 9'967 CHF | 99.81% | 99.81% |
02.07.2024 | 8.17% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 237'023 | 50'000 | 50'438 CHF | 11'555 CHF | 100.00% | 100.00% |