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 | 6.90% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 54'584 | 54'584 | 7'837 CHF | 8'385 CHF | 100.00% | 100.00% |
12.07.2024 | 8.15% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 55'383 | 55'383 | 6'856 CHF | 7'414 CHF | 99.94% | 99.94% |
11.07.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 54'186 | 54'186 | 6'590 CHF | 7'139 CHF | 99.43% | 99.43% |
10.07.2024 | 9.17% | 0.12 CHF | 0.13 CHF | 110'000 | 110'000 | 63'472 | 63'472 | 6'914 CHF | 7'551 CHF | 99.84% | 99.84% |
09.07.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 110'000 | 110'000 | 64'353 | 64'353 | 6'236 CHF | 6'883 CHF | 99.65% | 99.65% |
08.07.2024 | 10.16% | 0.09 CHF | 0.10 CHF | 110'000 | 110'000 | 64'228 | 64'228 | 6'221 CHF | 6'868 CHF | 100.00% | 100.00% |
05.07.2024 | 9.21% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 64'529 | 64'529 | 6'933 CHF | 7'581 CHF | 99.53% | 99.53% |
04.07.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 60'000 | 60'000 | 54'626 | 54'626 | 5'432 CHF | 5'978 CHF | 98.93% | 98.93% |
03.07.2024 | 11.76% | 0.10 CHF | 0.11 CHF | 110'000 | 110'000 | 63'000 | 63'000 | 5'369 CHF | 6'002 CHF | 98.22% | 98.22% |
02.07.2024 | 12.77% | 0.07 CHF | 0.08 CHF | 110'000 | 110'000 | 64'056 | 64'056 | 4'822 CHF | 5'465 CHF | 100.00% | 100.00% |