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 | 7.33% | 0.14 CHF | 0.14 CHF | 146'000 | 146'000 | 139'725 | 139'725 | 18'453 CHF | 19'850 CHF | 100.00% | 100.00% |
12.07.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 142'000 | 142'000 | 138'304 | 138'304 | 15'305 CHF | 16'688 CHF | 100.00% | 100.00% |
11.07.2024 | 8.70% | 0.12 CHF | 0.13 CHF | 142'000 | 142'000 | 138'241 | 138'241 | 15'265 CHF | 16'648 CHF | 99.99% | 99.99% |
10.07.2024 | 8.28% | 0.11 CHF | 0.12 CHF | 142'000 | 142'000 | 139'500 | 139'500 | 16'193 CHF | 17'588 CHF | 100.00% | 100.00% |
09.07.2024 | 8.78% | 0.12 CHF | 0.13 CHF | 146'000 | 146'000 | 139'290 | 139'290 | 15'266 CHF | 16'659 CHF | 100.00% | 100.00% |
08.07.2024 | 9.02% | 0.11 CHF | 0.12 CHF | 142'000 | 142'000 | 138'308 | 138'308 | 14'650 CHF | 16'033 CHF | 100.00% | 100.00% |
05.07.2024 | 10.18% | 0.10 CHF | 0.11 CHF | 142'000 | 142'000 | 138'293 | 138'293 | 12'924 CHF | 14'306 CHF | 99.82% | 99.82% |
04.07.2024 | 9.13% | 0.11 CHF | 0.12 CHF | 142'000 | 142'000 | 138'290 | 138'290 | 14'499 CHF | 15'882 CHF | 99.50% | 99.50% |
03.07.2024 | 8.16% | 0.11 CHF | 0.12 CHF | 142'000 | 142'000 | 141'325 | 141'325 | 16'650 CHF | 18'063 CHF | 99.35% | 99.35% |
02.07.2024 | 6.01% | 0.14 CHF | 0.16 CHF | 146'000 | 146'000 | 145'928 | 145'928 | 23'598 CHF | 25'057 CHF | 100.00% | 100.00% |