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 | 4.07% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 54'584 | 54'584 | 13'516 CHF | 14'064 CHF | 100.00% | 100.00% |
12.07.2024 | 4.78% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 55'382 | 55'382 | 11'902 CHF | 12'459 CHF | 99.94% | 99.94% |
11.07.2024 | 4.89% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 54'183 | 54'183 | 11'388 CHF | 11'937 CHF | 99.43% | 99.43% |
10.07.2024 | 5.35% | 0.20 CHF | 0.21 CHF | 110'000 | 110'000 | 63'467 | 63'467 | 12'044 CHF | 12'681 CHF | 99.84% | 99.84% |
09.07.2024 | 5.89% | 0.17 CHF | 0.18 CHF | 110'000 | 110'000 | 64'355 | 64'355 | 10'962 CHF | 11'610 CHF | 99.65% | 99.65% |
08.07.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 110'000 | 110'000 | 64'227 | 64'227 | 10'886 CHF | 11'533 CHF | 100.00% | 100.00% |
05.07.2024 | 5.42% | 0.20 CHF | 0.21 CHF | 110'000 | 110'000 | 64'528 | 64'528 | 12'006 CHF | 12'654 CHF | 99.53% | 99.53% |
04.07.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 60'000 | 60'000 | 54'626 | 54'626 | 9'407 CHF | 9'954 CHF | 98.93% | 98.93% |
03.07.2024 | 6.91% | 0.17 CHF | 0.18 CHF | 110'000 | 110'000 | 63'104 | 63'104 | 9'381 CHF | 10'015 CHF | 98.22% | 98.22% |
02.07.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 110'000 | 110'000 | 64'056 | 64'056 | 8'394 CHF | 9'037 CHF | 100.00% | 100.00% |