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 | 13.40% | 0.23 CHF | 0.25 CHF | 181'612 | 75'000 | 130'155 | 61'539 | 28'065 CHF | 15'014 CHF | 92.99% | 92.99% |
12.07.2024 | 11.49% | 0.23 CHF | 0.26 CHF | 178'643 | 75'000 | 180'859 | 75'000 | 39'768 CHF | 18'521 CHF | 99.38% | 99.38% |
11.07.2024 | 9.13% | 0.21 CHF | 0.24 CHF | 184'067 | 75'000 | 198'221 | 75'000 | 36'674 CHF | 15'268 CHF | 99.15% | 99.15% |
10.07.2024 | 9.42% | 0.17 CHF | 0.18 CHF | 208'530 | 75'000 | 211'933 | 75'000 | 34'400 CHF | 13'378 CHF | 100.00% | 100.00% |
09.07.2024 | 9.76% | 0.15 CHF | 0.17 CHF | 216'707 | 75'000 | 213'211 | 75'000 | 34'550 CHF | 13'399 CHF | 100.00% | 100.00% |
08.07.2024 | 9.26% | 0.16 CHF | 0.18 CHF | 210'035 | 75'000 | 209'602 | 75'000 | 35'324 CHF | 13'869 CHF | 100.00% | 100.00% |
05.07.2024 | 9.06% | 0.17 CHF | 0.18 CHF | 211'568 | 75'000 | 206'199 | 75'000 | 35'984 CHF | 14'331 CHF | 99.62% | 99.62% |
04.07.2024 | 8.73% | 0.18 CHF | 0.19 CHF | 206'540 | 75'000 | 203'898 | 75'000 | 37'457 CHF | 15'041 CHF | 100.00% | 100.00% |
03.07.2024 | 8.75% | 0.18 CHF | 0.20 CHF | 209'630 | 75'000 | 211'142 | 75'000 | 37'702 CHF | 14'625 CHF | 99.73% | 99.73% |
02.07.2024 | 10.18% | 0.18 CHF | 0.20 CHF | 210'924 | 75'000 | 218'910 | 75'000 | 36'529 CHF | 13'915 CHF | 100.00% | 100.00% |