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 | 10.49% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 54'061 | 54'061 | 10'447 CHF | 11'423 CHF | 100.00% | 100.00% |
12.07.2024 | 11.84% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 9'210 CHF | 10'122 CHF | 100.00% | 100.00% |
11.07.2024 | 15.22% | 0.14 CHF | 0.14 CHF | 122'000 | 122'000 | 55'193 | 55'193 | 7'201 CHF | 8'120 CHF | 99.82% | 99.82% |
10.07.2024 | 13.56% | 0.13 CHF | 0.14 CHF | 122'000 | 122'000 | 54'888 | 54'888 | 7'677 CHF | 8'593 CHF | 99.99% | 99.99% |
09.07.2024 | 10.71% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 53'769 | 53'769 | 10'637 CHF | 11'610 CHF | 99.73% | 99.73% |
08.07.2024 | 8.15% | 0.25 CHF | 0.26 CHF | 118'000 | 118'000 | 53'244 | 53'244 | 14'306 CHF | 15'274 CHF | 100.00% | 100.00% |
05.07.2024 | 7.79% | 0.27 CHF | 0.28 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 14'508 CHF | 15'454 CHF | 99.81% | 99.81% |
04.07.2024 | 8.30% | 0.30 CHF | 0.32 CHF | 47'000 | 47'000 | 37'436 | 37'436 | 11'020 CHF | 11'922 CHF | 99.98% | 99.98% |
03.07.2024 | 7.18% | 0.29 CHF | 0.30 CHF | 116'000 | 116'000 | 52'040 | 52'040 | 16'207 CHF | 17'150 CHF | 99.98% | 99.98% |
02.07.2024 | 6.97% | 0.32 CHF | 0.33 CHF | 116'000 | 116'000 | 51'752 | 51'752 | 16'503 CHF | 17'441 CHF | 100.00% | 100.00% |