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 | 6.23% | 0.14 CHF | 0.16 CHF | 206'200 | 206'200 | 96'134 | 96'134 | 15'122 CHF | 16'085 CHF | 100.00% | 100.00% |
12.07.2024 | 5.28% | 0.17 CHF | 0.18 CHF | 180'100 | 180'100 | 82'678 | 82'678 | 15'171 CHF | 16'000 CHF | 99.99% | 99.99% |
11.07.2024 | 4.46% | 0.20 CHF | 0.21 CHF | 157'400 | 157'400 | 71'866 | 71'866 | 15'638 CHF | 16'359 CHF | 99.98% | 99.98% |
10.07.2024 | 4.29% | 0.25 CHF | 0.26 CHF | 166'000 | 166'000 | 74'406 | 74'406 | 17'807 CHF | 18'552 CHF | 100.00% | 100.00% |
09.07.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 162'500 | 162'500 | 72'793 | 72'793 | 16'931 CHF | 17'660 CHF | 100.00% | 100.00% |
08.07.2024 | 4.62% | 0.24 CHF | 0.25 CHF | 182'400 | 182'400 | 79'956 | 79'956 | 17'587 CHF | 18'388 CHF | 100.00% | 100.00% |
05.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 164'100 | 164'100 | 73'400 | 73'400 | 17'242 CHF | 17'978 CHF | 99.90% | 99.90% |
04.07.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 65'700 | 65'700 | 52'609 | 52'609 | 12'617 CHF | 13'143 CHF | 100.00% | 100.00% |
03.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 166'000 | 166'000 | 74'294 | 74'294 | 17'165 CHF | 17'909 CHF | 100.00% | 100.00% |
02.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 156'600 | 156'600 | 70'080 | 70'080 | 17'207 CHF | 17'909 CHF | 99.98% | 99.98% |