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 | 17.59% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 5'057 CHF | 6'031 CHF | 100.00% | 100.00% |
12.07.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 97'397 | 97'397 | 5'989 CHF | 6'963 CHF | 100.00% | 100.00% |
11.07.2024 | 14.41% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 6'270 CHF | 7'244 CHF | 100.00% | 100.00% |
10.07.2024 | 15.80% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 98'092 | 98'092 | 5'721 CHF | 6'702 CHF | 100.00% | 100.00% |
09.07.2024 | 14.83% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 97'166 | 97'166 | 6'100 CHF | 7'074 CHF | 100.00% | 100.00% |
08.07.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 97'224 | 97'224 | 5'951 CHF | 6'925 CHF | 99.99% | 99.99% |
05.07.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 100'000 | 100'000 | 97'389 | 97'389 | 7'189 CHF | 8'163 CHF | 99.81% | 99.81% |
04.07.2024 | 11.32% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 97'381 | 97'381 | 8'119 CHF | 9'093 CHF | 99.49% | 99.49% |
03.07.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 97'377 | 97'377 | 7'221 CHF | 8'195 CHF | 99.35% | 99.35% |
02.07.2024 | 15.53% | 0.06 CHF | 0.07 CHF | 110'000 | 110'000 | 105'806 | 105'806 | 6'278 CHF | 7'336 CHF | 100.00% | 100.00% |