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 | 16.00% | 0.15 CHF | 0.16 CHF | 210'085 | 75'000 | 150'825 | 61'539 | 20'309 CHF | 9'515 CHF | 92.99% | 92.99% |
12.07.2024 | 12.29% | 0.15 CHF | 0.16 CHF | 205'879 | 75'000 | 211'238 | 75'000 | 29'293 CHF | 11'774 CHF | 99.38% | 99.38% |
11.07.2024 | 14.55% | 0.13 CHF | 0.15 CHF | 218'049 | 75'000 | 244'645 | 75'000 | 26'715 CHF | 9'537 CHF | 98.02% | 98.02% |
10.07.2024 | 17.32% | 0.10 CHF | 0.11 CHF | 267'824 | 75'000 | 269'116 | 75'000 | 24'610 CHF | 8'160 CHF | 100.00% | 100.00% |
09.07.2024 | 17.38% | 0.08 CHF | 0.10 CHF | 285'563 | 75'000 | 271'590 | 75'000 | 24'925 CHF | 8'191 CHF | 100.00% | 100.00% |
08.07.2024 | 15.11% | 0.09 CHF | 0.11 CHF | 265'785 | 75'000 | 264'366 | 75'000 | 26'046 CHF | 8'601 CHF | 100.00% | 100.00% |
05.07.2024 | 16.45% | 0.10 CHF | 0.11 CHF | 270'347 | 75'000 | 258'389 | 75'000 | 26'491 CHF | 9'073 CHF | 99.62% | 99.62% |
04.07.2024 | 13.76% | 0.11 CHF | 0.12 CHF | 257'948 | 75'000 | 251'475 | 75'000 | 28'046 CHF | 9'596 CHF | 100.00% | 100.00% |
03.07.2024 | 13.73% | 0.11 CHF | 0.13 CHF | 260'206 | 75'000 | 262'475 | 75'000 | 28'325 CHF | 9'292 CHF | 99.73% | 99.73% |
02.07.2024 | 14.98% | 0.11 CHF | 0.13 CHF | 261'943 | 75'000 | 279'169 | 75'000 | 27'852 CHF | 8'769 CHF | 100.00% | 100.00% |