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 | - | 0.15 CHF | - CHF | 340'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.57% |
12.07.2024 | - | 0.10 CHF | - CHF | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.38% |
11.07.2024 | 8.24% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 429'371 | 100'000 | 50'079 CHF | 12'927 CHF | 99.09% | 99.09% |
10.07.2024 | 3.51% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 182'987 | 100'000 | 51'267 CHF | 29'169 CHF | 100.00% | 100.00% |
09.07.2024 | 3.68% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 191'423 | 100'000 | 51'044 CHF | 27'744 CHF | 100.00% | 100.00% |
08.07.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 175'003 | 100'000 | 51'410 CHF | 30'513 CHF | 100.00% | 100.00% |
05.07.2024 | 3.32% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 174'112 | 100'000 | 51'600 CHF | 30'742 CHF | 98.33% | 98.33% |
04.07.2024 | 3.21% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 168'412 | 100'000 | 51'612 CHF | 31'723 CHF | 100.00% | 100.00% |
03.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 144'425 | 100'000 | 51'417 CHF | 36'631 CHF | 99.73% | 99.73% |
02.07.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 136'128 | 100'000 | 51'623 CHF | 38'994 CHF | 100.00% | 100.00% |