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 | 15.02% | 0.11 CHF | 0.13 CHF | 154'712 | 50'000 | 154'109 | 50'000 | 18'521 CHF | 6'982 CHF | 98.72% | 98.72% |
12.07.2024 | 12.55% | 0.14 CHF | 0.16 CHF | 152'402 | 50'000 | 153'619 | 50'000 | 19'801 CHF | 7'309 CHF | 99.38% | 99.38% |
11.07.2024 | 15.03% | 0.12 CHF | 0.14 CHF | 154'198 | 50'000 | 156'467 | 50'000 | 15'631 CHF | 5'803 CHF | 99.16% | 99.16% |
10.07.2024 | 17.09% | 0.10 CHF | 0.12 CHF | 156'953 | 50'000 | 157'362 | 50'000 | 14'416 CHF | 5'437 CHF | 100.00% | 100.00% |
09.07.2024 | 18.33% | 0.07 CHF | 0.09 CHF | 159'058 | 50'000 | 157'263 | 50'000 | 14'578 CHF | 5'565 CHF | 100.00% | 100.00% |
08.07.2024 | 16.11% | 0.11 CHF | 0.13 CHF | 155'744 | 50'000 | 155'421 | 50'000 | 17'219 CHF | 6'510 CHF | 100.00% | 100.00% |
05.07.2024 | 13.66% | 0.11 CHF | 0.13 CHF | 155'976 | 50'000 | 155'191 | 50'000 | 18'702 CHF | 6'904 CHF | 99.62% | 99.62% |
04.07.2024 | 14.14% | 0.11 CHF | 0.13 CHF | 156'352 | 50'000 | 156'017 | 50'000 | 17'848 CHF | 6'590 CHF | 100.00% | 100.00% |
03.07.2024 | 15.34% | 0.11 CHF | 0.12 CHF | 156'794 | 50'000 | 158'172 | 50'000 | 15'072 CHF | 5'551 CHF | 99.73% | 99.73% |
02.07.2024 | 19.01% | 0.07 CHF | 0.09 CHF | 160'208 | 50'000 | 159'967 | 50'000 | 12'471 CHF | 4'716 CHF | 100.00% | 100.00% |