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 | 12.42% | 0.18 CHF | 0.21 CHF | 193'118 | 25'000 | 186'074 | 25'000 | 36'470 CHF | 5'550 CHF | 98.73% | 98.73% |
12.07.2024 | 14.31% | 0.19 CHF | 0.22 CHF | 195'334 | 25'000 | 205'121 | 25'000 | 36'149 CHF | 5'090 CHF | 99.38% | 99.38% |
11.07.2024 | 15.10% | 0.19 CHF | 0.22 CHF | 194'888 | 25'000 | 198'066 | 25'000 | 35'776 CHF | 5'254 CHF | 99.15% | 99.15% |
10.07.2024 | 13.59% | 0.17 CHF | 0.20 CHF | 214'111 | 25'000 | 209'560 | 25'000 | 35'951 CHF | 4'915 CHF | 100.00% | 100.00% |
09.07.2024 | 15.35% | 0.16 CHF | 0.19 CHF | 215'071 | 25'000 | 198'872 | 25'000 | 35'465 CHF | 5'201 CHF | 100.00% | 100.00% |
08.07.2024 | 13.42% | 0.18 CHF | 0.21 CHF | 196'796 | 25'000 | 190'913 | 25'000 | 36'648 CHF | 5'496 CHF | 100.00% | 100.00% |
05.07.2024 | 12.61% | 0.21 CHF | 0.23 CHF | 183'395 | 25'000 | 184'772 | 25'000 | 39'047 CHF | 5'995 CHF | 99.62% | 99.62% |
04.07.2024 | 11.44% | 0.22 CHF | 0.25 CHF | 171'831 | 25'000 | 164'618 | 25'000 | 39'671 CHF | 6'777 CHF | 100.00% | 100.00% |
03.07.2024 | 11.89% | 0.25 CHF | 0.28 CHF | 165'648 | 25'000 | 175'221 | 25'000 | 39'829 CHF | 6'439 CHF | 96.53% | 96.53% |
02.07.2024 | 15.84% | 0.15 CHF | 0.18 CHF | 230'497 | 25'000 | 236'276 | 25'000 | 35'203 CHF | 4'368 CHF | 100.00% | 100.00% |