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 | 10.82% | 0.15 CHF | 0.17 CHF | 173'486 | 20'000 | 167'339 | 20'000 | 26'908 CHF | 3'585 CHF | 99.72% | 99.72% |
12.07.2024 | 10.94% | 0.18 CHF | 0.19 CHF | 159'840 | 20'000 | 170'853 | 20'000 | 27'422 CHF | 3'585 CHF | 99.01% | 99.01% |
11.07.2024 | 12.59% | 0.16 CHF | 0.18 CHF | 173'324 | 20'000 | 181'385 | 20'000 | 26'358 CHF | 3'300 CHF | 99.09% | 99.09% |
10.07.2024 | 10.88% | 0.14 CHF | 0.15 CHF | 193'384 | 20'000 | 191'034 | 20'000 | 26'415 CHF | 3'084 CHF | 100.00% | 100.00% |
09.07.2024 | 14.17% | 0.13 CHF | 0.15 CHF | 203'962 | 20'000 | 203'957 | 20'000 | 26'265 CHF | 2'968 CHF | 100.00% | 100.00% |
08.07.2024 | 14.33% | 0.13 CHF | 0.14 CHF | 203'104 | 20'000 | 212'033 | 20'000 | 25'955 CHF | 2'828 CHF | 100.00% | 100.00% |
05.07.2024 | 13.43% | 0.11 CHF | 0.13 CHF | 219'906 | 20'000 | 205'541 | 20'000 | 25'565 CHF | 2'850 CHF | 98.97% | 98.97% |
04.07.2024 | 13.54% | 0.12 CHF | 0.14 CHF | 218'294 | 20'000 | 220'005 | 20'000 | 26'151 CHF | 2'725 CHF | 100.00% | 100.00% |
03.07.2024 | 16.41% | 0.11 CHF | 0.13 CHF | 222'512 | 20'000 | 222'503 | 20'000 | 24'565 CHF | 2'602 CHF | 98.25% | 98.25% |
02.07.2024 | 13.72% | 0.12 CHF | 0.14 CHF | 221'420 | 20'000 | 235'089 | 20'000 | 25'888 CHF | 2'532 CHF | 98.95% | 98.95% |