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 | 10.74% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 50'282 | 50'282 | 13'284 CHF | 13'908 CHF | 97.44% | 97.44% |
12.07.2024 | 4.27% | 0.33 CHF | 0.34 CHF | 140'000 | 140'000 | 64'044 | 64'044 | 19'474 CHF | 20'225 CHF | 99.66% | 99.66% |
11.07.2024 | 4.91% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 66'832 | 66'832 | 17'932 CHF | 18'709 CHF | 99.20% | 99.20% |
10.07.2024 | 5.10% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 67'790 | 67'790 | 16'459 CHF | 17'235 CHF | 99.60% | 99.60% |
09.07.2024 | 5.11% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 67'639 | 67'639 | 16'422 CHF | 17'198 CHF | 99.64% | 99.64% |
08.07.2024 | 5.11% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 67'616 | 67'616 | 16'660 CHF | 17'445 CHF | 99.89% | 99.89% |
05.07.2024 | 4.88% | 0.24 CHF | 0.25 CHF | 160'000 | 160'000 | 72'486 | 72'486 | 17'537 CHF | 18'336 CHF | 99.30% | 99.30% |
04.07.2024 | 18.11% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 22'999 | 22'999 | 5'512 CHF | 5'960 CHF | 98.75% | 98.75% |
03.07.2024 | 5.05% | 0.24 CHF | 0.25 CHF | 160'000 | 160'000 | 70'136 | 70'136 | 15'758 CHF | 16'499 CHF | 98.27% | 98.27% |
02.07.2024 | 4.87% | 0.21 CHF | 0.22 CHF | 170'000 | 170'000 | 79'614 | 79'614 | 16'437 CHF | 17'237 CHF | 99.99% | 99.99% |