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 | 12.58% | 0.09 CHF | 0.10 CHF | 320'000 | 320'000 | 141'935 | 141'935 | 11'164 CHF | 12'590 CHF | 100.00% | 100.00% |
12.07.2024 | 12.33% | 0.08 CHF | 0.09 CHF | 320'000 | 320'000 | 141'917 | 141'917 | 11'188 CHF | 12'613 CHF | 99.99% | 99.99% |
11.07.2024 | 14.67% | 0.07 CHF | 0.08 CHF | 320'000 | 320'000 | 149'048 | 149'048 | 9'813 CHF | 11'310 CHF | 100.00% | 100.00% |
10.07.2024 | 17.05% | 0.06 CHF | 0.07 CHF | 330'000 | 330'000 | 151'790 | 151'790 | 8'560 CHF | 10'085 CHF | 100.00% | 100.00% |
09.07.2024 | 17.69% | 0.05 CHF | 0.06 CHF | 340'000 | 340'000 | 153'857 | 153'857 | 8'015 CHF | 9'563 CHF | 99.74% | 99.74% |
08.07.2024 | 15.48% | 0.05 CHF | 0.06 CHF | 330'000 | 330'000 | 150'406 | 150'406 | 9'111 CHF | 10'628 CHF | 99.27% | 99.27% |
05.07.2024 | 19.99% | 0.05 CHF | 0.06 CHF | 340'000 | 340'000 | 153'926 | 153'926 | 7'056 CHF | 8'602 CHF | 100.00% | 100.00% |
04.07.2024 | 18.83% | 0.05 CHF | 0.06 CHF | 140'000 | 140'000 | 111'354 | 111'354 | 5'344 CHF | 6'458 CHF | 99.54% | 99.54% |
03.07.2024 | 15.16% | 0.05 CHF | 0.06 CHF | 340'000 | 340'000 | 150'905 | 150'905 | 9'054 CHF | 10'569 CHF | 100.00% | 100.00% |
02.07.2024 | 14.61% | 0.06 CHF | 0.07 CHF | 330'000 | 330'000 | 148'739 | 148'739 | 9'535 CHF | 11'029 CHF | 99.99% | 99.99% |