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 | 6.04% | 0.16 CHF | 0.17 CHF | 120'000 | 24'000 | 120'000 | 24'000 | 19'263 CHF | 4'093 CHF | 100.00% | 100.00% |
12.07.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 19'155 CHF | 4'091 CHF | 100.00% | 100.00% |
11.07.2024 | 6.57% | 0.15 CHF | 0.16 CHF | 130'000 | 26'000 | 129'990 | 25'998 | 19'133 CHF | 4'087 CHF | 100.00% | 100.00% |
10.07.2024 | 6.69% | 0.15 CHF | 0.16 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 18'802 CHF | 4'020 CHF | 100.00% | 100.00% |
09.07.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 130'000 | 26'000 | 129'705 | 25'941 | 17'934 CHF | 3'847 CHF | 100.00% | 100.00% |
08.07.2024 | 16.45% | 0.14 CHF | 0.15 CHF | 130'000 | 26'000 | 129'784 | 25'957 | 18'150 CHF | 4'283 CHF | 100.00% | 100.00% |
05.07.2024 | 18.64% | 0.14 CHF | 0.17 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 17'720 CHF | 4'272 CHF | 100.00% | 100.00% |
04.07.2024 | 19.21% | 0.13 CHF | 0.16 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 16'988 CHF | 4'119 CHF | 100.00% | 100.00% |
03.07.2024 | 19.31% | 0.13 CHF | 0.16 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 16'931 CHF | 4'110 CHF | 100.00% | 100.00% |
02.07.2024 | 20.10% | 0.12 CHF | 0.15 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 15'795 CHF | 3'864 CHF | 100.00% | 100.00% |