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 | 17.47% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 44'012 | 44'012 | 6'321 CHF | 6'833 CHF | 99.74% | 99.74% |
12.07.2024 | 6.38% | 0.20 CHF | 0.21 CHF | 120'000 | 120'000 | 52'366 | 52'366 | 9'432 CHF | 9'990 CHF | 99.99% | 99.99% |
11.07.2024 | 7.37% | 0.16 CHF | 0.17 CHF | 120'000 | 120'000 | 58'173 | 58'173 | 8'312 CHF | 8'896 CHF | 99.74% | 99.74% |
10.07.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 60'884 | 60'884 | 7'289 CHF | 7'901 CHF | 99.94% | 99.94% |
09.07.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 60'955 | 60'955 | 7'362 CHF | 7'975 CHF | 99.64% | 99.64% |
08.07.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 60'915 | 60'915 | 7'625 CHF | 8'237 CHF | 99.99% | 99.99% |
05.07.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 61'070 | 61'070 | 7'447 CHF | 8'060 CHF | 99.64% | 99.64% |
04.07.2024 | 31.32% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 18'385 | 18'385 | 2'216 CHF | 2'569 CHF | 98.98% | 98.98% |
03.07.2024 | 9.51% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 58'893 | 58'893 | 6'306 CHF | 6'898 CHF | 98.48% | 98.48% |
02.07.2024 | 10.34% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 63'381 | 63'381 | 6'015 CHF | 6'651 CHF | 100.00% | 100.00% |