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 | 14.84% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 102'185 | 102'185 | 6'449 CHF | 7'471 CHF | 100.00% | 100.00% |
12.07.2024 | 13.57% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 101'194 | 101'194 | 7'444 CHF | 8'456 CHF | 100.00% | 100.00% |
11.07.2024 | 9.90% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 99'889 | 99'889 | 9'750 CHF | 10'750 CHF | 98.83% | 98.83% |
10.07.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 98'850 | 98'850 | 13'647 CHF | 14'635 CHF | 100.00% | 100.00% |
09.07.2024 | 6.33% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 98'277 | 98'277 | 15'107 CHF | 16'090 CHF | 94.19% | 94.19% |
08.07.2024 | 5.27% | 0.17 CHF | 0.18 CHF | 98'000 | 98'000 | 97'596 | 97'596 | 18'058 CHF | 19'034 CHF | 100.00% | 100.00% |
05.07.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 98'000 | 98'000 | 97'601 | 97'601 | 16'728 CHF | 17'704 CHF | 99.81% | 99.81% |
04.07.2024 | 6.84% | 0.16 CHF | 0.17 CHF | 98'000 | 98'000 | 98'829 | 98'829 | 13'975 CHF | 14'963 CHF | 100.00% | 100.00% |
03.07.2024 | 8.22% | 0.14 CHF | 0.16 CHF | 98'000 | 98'000 | 99'471 | 99'471 | 11'801 CHF | 12'795 CHF | 100.00% | 100.00% |
02.07.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 103'000 | 103'000 | 102'575 | 102'575 | 6'948 CHF | 7'974 CHF | 99.99% | 99.99% |