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 | 23.15% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 119'840 | 119'840 | 4'747 CHF | 5'951 CHF | 98.88% | 98.88% |
12.07.2024 | 21.72% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 118'850 | 118'850 | 5'046 CHF | 6'240 CHF | 100.00% | 100.00% |
11.07.2024 | 16.34% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 116'247 | 116'247 | 6'765 CHF | 7'942 CHF | 99.99% | 99.99% |
10.07.2024 | 15.51% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 117'263 | 117'263 | 6'976 CHF | 8'154 CHF | 99.90% | 99.90% |
09.07.2024 | 15.10% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 115'005 | 115'005 | 7'815 CHF | 8'973 CHF | 99.98% | 99.98% |
08.07.2024 | 15.66% | 0.06 CHF | 0.07 CHF | 360'000 | 360'000 | 117'120 | 117'120 | 7'230 CHF | 8'408 CHF | 99.98% | 99.98% |
05.07.2024 | 14.98% | 0.06 CHF | 0.07 CHF | 360'000 | 360'000 | 117'431 | 117'431 | 7'286 CHF | 8'464 CHF | 99.71% | 99.71% |
04.07.2024 | 14.88% | 0.06 CHF | 0.07 CHF | 80'000 | 80'000 | 58'816 | 58'816 | 3'634 CHF | 4'222 CHF | 94.02% | 94.02% |
03.07.2024 | 13.53% | 0.06 CHF | 0.07 CHF | 360'000 | 360'000 | 112'883 | 112'883 | 7'813 CHF | 8'947 CHF | 99.52% | 99.52% |
02.07.2024 | 15.91% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 114'875 | 114'875 | 7'347 CHF | 8'501 CHF | 100.00% | 100.00% |