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 | 14.97% | 0.11 CHF | 0.13 CHF | 247'648 | 20'000 | 245'279 | 20'000 | 28'610 CHF | 2'711 CHF | 99.72% | 99.72% |
12.07.2024 | 13.19% | 0.13 CHF | 0.15 CHF | 232'164 | 20'000 | 244'835 | 20'000 | 28'999 CHF | 2'704 CHF | 99.01% | 99.01% |
11.07.2024 | 16.16% | 0.12 CHF | 0.13 CHF | 244'782 | 20'000 | 261'138 | 20'000 | 27'577 CHF | 2'486 CHF | 99.08% | 99.08% |
10.07.2024 | 17.60% | 0.10 CHF | 0.12 CHF | 285'053 | 20'000 | 277'886 | 20'000 | 27'954 CHF | 2'400 CHF | 100.00% | 100.00% |
09.07.2024 | 15.52% | 0.09 CHF | 0.11 CHF | 288'706 | 20'000 | 288'693 | 20'000 | 28'227 CHF | 2'286 CHF | 100.00% | 100.00% |
08.07.2024 | 15.53% | 0.09 CHF | 0.11 CHF | 287'831 | 20'000 | 303'058 | 20'000 | 27'840 CHF | 2'150 CHF | 100.00% | 100.00% |
05.07.2024 | 19.38% | 0.08 CHF | 0.10 CHF | 315'485 | 20'000 | 297'163 | 20'000 | 27'133 CHF | 2'221 CHF | 98.97% | 98.97% |
04.07.2024 | 17.13% | 0.09 CHF | 0.11 CHF | 307'412 | 20'000 | 313'022 | 20'000 | 27'874 CHF | 2'117 CHF | 100.00% | 100.00% |
03.07.2024 | 21.75% | 0.08 CHF | 0.10 CHF | 318'697 | 20'000 | 318'653 | 20'000 | 25'635 CHF | 2'001 CHF | 98.25% | 98.25% |
02.07.2024 | 20.13% | 0.09 CHF | 0.11 CHF | 316'906 | 20'000 | 337'609 | 20'000 | 27'674 CHF | 2'009 CHF | 99.90% | 99.90% |