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 | 5.96% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 31'017 CHF | 32'917 CHF | 100.00% | 100.00% |
12.07.2024 | 6.66% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 27'607 CHF | 29'507 CHF | 100.00% | 100.00% |
11.07.2024 | 11.59% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 199'886 | 199'886 | 16'350 CHF | 18'350 CHF | 100.00% | 100.00% |
10.07.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 14'836 CHF | 16'836 CHF | 100.00% | 100.00% |
09.07.2024 | 10.67% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 17'803 CHF | 19'778 CHF | 100.00% | 100.00% |
08.07.2024 | 7.56% | 0.12 CHF | 0.13 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 24'298 CHF | 26'198 CHF | 100.00% | 100.00% |
05.07.2024 | 6.30% | 0.14 CHF | 0.14 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 29'323 CHF | 31'223 CHF | 99.81% | 99.81% |
04.07.2024 | 6.23% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 29'535 CHF | 31'435 CHF | 99.50% | 99.50% |
03.07.2024 | 6.39% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 28'835 CHF | 30'735 CHF | 99.34% | 99.34% |
02.07.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 191'400 | 191'400 | 21'935 CHF | 23'849 CHF | 100.00% | 100.00% |