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 | 19.18% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 146'092 | 146'092 | 6'899 CHF | 8'360 CHF | 100.00% | 100.00% |
12.07.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 146'096 | 146'096 | 8'568 CHF | 10'029 CHF | 100.00% | 100.00% |
11.07.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 146'093 | 146'093 | 8'691 CHF | 10'152 CHF | 99.99% | 99.99% |
10.07.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 146'091 | 146'091 | 8'584 CHF | 10'045 CHF | 100.00% | 100.00% |
09.07.2024 | 14.78% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 145'760 | 145'760 | 9'184 CHF | 10'645 CHF | 100.00% | 100.00% |
08.07.2024 | 14.13% | 0.06 CHF | 0.07 CHF | 150'000 | 150'000 | 145'842 | 145'842 | 9'636 CHF | 11'097 CHF | 100.00% | 100.00% |
05.07.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 146'084 | 146'084 | 10'743 CHF | 12'204 CHF | 99.82% | 99.82% |
04.07.2024 | 13.81% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 146'072 | 146'072 | 9'853 CHF | 11'314 CHF | 99.50% | 99.50% |
03.07.2024 | 14.93% | 0.07 CHF | 0.08 CHF | 150'000 | 150'000 | 146'066 | 146'066 | 9'066 CHF | 10'527 CHF | 99.36% | 99.36% |
02.07.2024 | 20.32% | 0.05 CHF | 0.06 CHF | 150'000 | 150'000 | 155'419 | 155'419 | 6'880 CHF | 8'434 CHF | 100.00% | 100.00% |