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 | 4.89% | 0.21 CHF | 0.22 CHF | 151'183 | 50'000 | 150'235 | 50'000 | 30'133 CHF | 10'522 CHF | 99.71% | 99.71% |
12.07.2024 | 5.25% | 0.19 CHF | 0.20 CHF | 149'215 | 50'000 | 149'147 | 50'000 | 27'683 CHF | 9'780 CHF | 99.01% | 99.01% |
11.07.2024 | 6.61% | 0.16 CHF | 0.17 CHF | 146'475 | 50'000 | 146'195 | 50'000 | 21'491 CHF | 7'849 CHF | 99.08% | 99.08% |
10.07.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 146'529 | 50'000 | 146'914 | 50'000 | 22'086 CHF | 8'016 CHF | 100.00% | 100.00% |
09.07.2024 | 6.05% | 0.15 CHF | 0.16 CHF | 146'476 | 50'000 | 147'616 | 50'000 | 23'693 CHF | 8'524 CHF | 100.00% | 100.00% |
08.07.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 145'297 | 50'000 | 144'592 | 50'000 | 19'171 CHF | 7'128 CHF | 100.00% | 100.00% |
05.07.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 144'699 | 50'000 | 144'013 | 50'000 | 16'753 CHF | 6'315 CHF | 46.97% | 98.98% |
04.07.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 144'940 | 50'000 | 145'125 | 50'000 | 17'743 CHF | 6'612 CHF | 100.00% | 100.00% |
03.07.2024 | 7.73% | 0.14 CHF | 0.15 CHF | 146'483 | 50'000 | 145'277 | 50'000 | 18'150 CHF | 6'745 CHF | 100.00% | 100.00% |
02.07.2024 | 6.76% | 0.15 CHF | 0.16 CHF | 147'360 | 50'000 | 147'155 | 50'000 | 21'060 CHF | 7'655 CHF | 100.00% | 100.00% |