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 | 15.99% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 265'224 | 265'224 | 15'563 CHF | 18'227 CHF | 100.00% | 100.00% |
12.07.2024 | 16.34% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 265'137 | 265'137 | 15'134 CHF | 17'797 CHF | 100.00% | 100.00% |
11.07.2024 | 17.98% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 272'245 | 272'245 | 14'846 CHF | 17'581 CHF | 100.00% | 100.00% |
10.07.2024 | 18.39% | 0.05 CHF | 0.06 CHF | 610'000 | 610'000 | 268'648 | 268'648 | 13'474 CHF | 16'173 CHF | 100.00% | 100.00% |
09.07.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 266'771 | 266'771 | 13'621 CHF | 16'305 CHF | 100.00% | 100.00% |
08.07.2024 | 17.05% | 0.05 CHF | 0.06 CHF | 610'000 | 610'000 | 266'589 | 266'589 | 14'435 CHF | 17'115 CHF | 99.74% | 99.74% |
05.07.2024 | 17.28% | 0.06 CHF | 0.07 CHF | 600'000 | 600'000 | 265'325 | 265'325 | 14'403 CHF | 17'068 CHF | 100.00% | 100.00% |
04.07.2024 | 16.32% | 0.06 CHF | 0.07 CHF | 240'000 | 240'000 | 192'148 | 192'148 | 10'803 CHF | 12'724 CHF | 100.00% | 100.00% |
03.07.2024 | 17.89% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 265'211 | 265'211 | 13'917 CHF | 16'581 CHF | 100.00% | 100.00% |
02.07.2024 | 19.43% | 0.05 CHF | 0.06 CHF | 600'000 | 600'000 | 272'222 | 272'222 | 13'376 CHF | 16'111 CHF | 99.88% | 99.88% |