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 | 8.08% | 0.14 CHF | 0.15 CHF | 320'000 | 320'000 | 141'936 | 141'936 | 17'780 CHF | 19'206 CHF | 100.00% | 100.00% |
12.07.2024 | 7.97% | 0.13 CHF | 0.14 CHF | 320'000 | 320'000 | 141'932 | 141'932 | 17'714 CHF | 19'140 CHF | 100.00% | 100.00% |
11.07.2024 | 9.38% | 0.12 CHF | 0.13 CHF | 320'000 | 320'000 | 149'035 | 149'035 | 15'804 CHF | 17'301 CHF | 99.99% | 99.99% |
10.07.2024 | 10.80% | 0.10 CHF | 0.11 CHF | 330'000 | 330'000 | 151'791 | 151'791 | 13'982 CHF | 15'507 CHF | 100.00% | 100.00% |
09.07.2024 | 11.11% | 0.08 CHF | 0.09 CHF | 340'000 | 340'000 | 153'855 | 153'855 | 13'227 CHF | 14'775 CHF | 99.73% | 99.73% |
08.07.2024 | 9.91% | 0.09 CHF | 0.10 CHF | 330'000 | 330'000 | 150'411 | 150'411 | 14'710 CHF | 16'227 CHF | 99.27% | 99.27% |
05.07.2024 | 12.51% | 0.08 CHF | 0.09 CHF | 340'000 | 340'000 | 153'925 | 153'925 | 11'787 CHF | 13'333 CHF | 100.00% | 100.00% |
04.07.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 140'000 | 140'000 | 111'339 | 111'339 | 8'850 CHF | 9'963 CHF | 99.61% | 99.61% |
03.07.2024 | 9.81% | 0.08 CHF | 0.09 CHF | 340'000 | 340'000 | 150'881 | 150'881 | 14'507 CHF | 16'022 CHF | 99.99% | 99.99% |
02.07.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 330'000 | 330'000 | 148'739 | 148'739 | 15'137 CHF | 16'631 CHF | 99.99% | 99.99% |