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 | 10.30% | 0.23 CHF | 0.25 CHF | 96'344 | 25'000 | 96'102 | 25'000 | 21'289 CHF | 6'140 CHF | 94.82% | 94.82% |
12.07.2024 | 12.56% | 0.22 CHF | 0.25 CHF | 96'129 | 25'000 | 96'285 | 25'000 | 21'460 CHF | 6'316 CHF | 99.01% | 99.01% |
11.07.2024 | 9.82% | 0.23 CHF | 0.26 CHF | 96'431 | 25'000 | 97'716 | 25'000 | 25'559 CHF | 7'209 CHF | 99.08% | 99.08% |
10.07.2024 | 8.76% | 0.28 CHF | 0.30 CHF | 98'542 | 25'000 | 98'435 | 25'000 | 27'464 CHF | 7'611 CHF | 100.00% | 100.00% |
09.07.2024 | 9.67% | 0.28 CHF | 0.31 CHF | 98'547 | 25'000 | 98'543 | 25'000 | 27'775 CHF | 7'763 CHF | 100.00% | 100.00% |
08.07.2024 | 9.40% | 0.29 CHF | 0.32 CHF | 98'598 | 25'000 | 98'390 | 25'000 | 27'781 CHF | 7'756 CHF | 100.00% | 100.00% |
05.07.2024 | 8.27% | 0.29 CHF | 0.32 CHF | 99'044 | 25'000 | 99'012 | 25'000 | 29'001 CHF | 7'955 CHF | 98.87% | 98.87% |
04.07.2024 | 8.42% | 0.29 CHF | 0.32 CHF | 99'253 | 25'000 | 99'615 | 25'000 | 29'985 CHF | 8'181 CHF | 100.00% | 100.00% |
03.07.2024 | 8.47% | 0.33 CHF | 0.36 CHF | 100'768 | 25'000 | 100'590 | 25'000 | 32'350 CHF | 8'750 CHF | 99.73% | 99.73% |
02.07.2024 | 8.50% | 0.34 CHF | 0.37 CHF | 101'327 | 25'000 | 100'958 | 25'000 | 32'968 CHF | 8'887 CHF | 100.00% | 100.00% |