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 | 6.74% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'708 CHF | 30'708 CHF | 99.38% | 99.38% |
12.07.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'687 CHF | 35'687 CHF | 99.38% | 99.38% |
11.07.2024 | 6.10% | 0.17 CHF | 0.18 CHF | 200'000 | 200'000 | 195'704 | 195'430 | 31'298 CHF | 33'206 CHF | 91.40% | 91.40% |
10.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'911 CHF | 50'411 CHF | 99.37% | 99.37% |
09.07.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'622 CHF | 57'122 CHF | 99.37% | 99.37% |
08.07.2024 | 2.40% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 136'094 | 136'094 | 55'955 CHF | 57'316 CHF | 99.38% | 99.38% |
05.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 147'599 | 147'599 | 59'911 CHF | 61'387 CHF | 99.00% | 99.00% |
04.07.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 125'284 | 125'313 | 52'082 CHF | 53'348 CHF | 91.02% | 91.02% |
03.07.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 149'968 | 44'730 CHF | 46'220 CHF | 99.38% | 99.38% |
02.07.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 149'966 | 34'801 CHF | 36'293 CHF | 99.38% | 99.38% |