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 | 13.97% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 135'274 | 135'274 | 9'197 CHF | 10'556 CHF | 100.00% | 100.00% |
12.07.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 135'227 | 135'227 | 8'987 CHF | 10'346 CHF | 100.00% | 100.00% |
11.07.2024 | 15.66% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 136'997 | 136'997 | 8'736 CHF | 10'112 CHF | 100.00% | 100.00% |
10.07.2024 | 16.11% | 0.05 CHF | 0.06 CHF | 310'000 | 310'000 | 136'966 | 136'966 | 7'917 CHF | 9'293 CHF | 100.00% | 100.00% |
09.07.2024 | 16.00% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 137'010 | 137'010 | 8'054 CHF | 9'432 CHF | 100.00% | 100.00% |
08.07.2024 | 15.03% | 0.06 CHF | 0.07 CHF | 310'000 | 310'000 | 136'749 | 136'749 | 8'478 CHF | 9'852 CHF | 99.74% | 99.74% |
05.07.2024 | 15.28% | 0.07 CHF | 0.08 CHF | 300'000 | 300'000 | 135'373 | 135'373 | 8'399 CHF | 9'759 CHF | 100.00% | 100.00% |
04.07.2024 | 14.36% | 0.06 CHF | 0.07 CHF | 120'000 | 120'000 | 98'732 | 98'732 | 6'373 CHF | 7'360 CHF | 100.00% | 100.00% |
03.07.2024 | 15.84% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 135'257 | 135'257 | 8'109 CHF | 9'467 CHF | 100.00% | 100.00% |
02.07.2024 | 17.38% | 0.06 CHF | 0.07 CHF | 300'000 | 300'000 | 136'986 | 136'986 | 7'647 CHF | 9'023 CHF | 99.88% | 99.88% |