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 | 23.96% | 0.09 CHF | 0.12 CHF | 216'863 | 25'000 | 196'217 | 25'000 | 21'061 CHF | 3'421 CHF | 98.73% | 98.73% |
12.07.2024 | 26.25% | 0.11 CHF | 0.13 CHF | 207'275 | 25'000 | 228'707 | 25'000 | 21'334 CHF | 3'043 CHF | 99.38% | 99.38% |
11.07.2024 | 25.52% | 0.11 CHF | 0.14 CHF | 209'123 | 25'000 | 212'560 | 25'000 | 21'280 CHF | 3'236 CHF | 99.15% | 99.15% |
10.07.2024 | 24.03% | 0.09 CHF | 0.12 CHF | 241'143 | 25'000 | 232'552 | 25'000 | 21'286 CHF | 2'915 CHF | 100.00% | 100.00% |
09.07.2024 | 25.07% | 0.09 CHF | 0.11 CHF | 238'890 | 25'000 | 213'252 | 25'000 | 21'227 CHF | 3'204 CHF | 100.00% | 100.00% |
08.07.2024 | 21.45% | 0.10 CHF | 0.13 CHF | 213'366 | 25'000 | 201'232 | 25'000 | 22'766 CHF | 3'520 CHF | 100.00% | 100.00% |
05.07.2024 | 19.81% | 0.13 CHF | 0.16 CHF | 183'728 | 25'000 | 183'056 | 25'000 | 24'225 CHF | 4'037 CHF | 99.62% | 99.62% |
04.07.2024 | 13.79% | 0.15 CHF | 0.18 CHF | 169'181 | 25'000 | 161'935 | 25'000 | 27'243 CHF | 4'864 CHF | 100.00% | 100.00% |
03.07.2024 | 16.02% | 0.18 CHF | 0.21 CHF | 155'492 | 25'000 | 173'600 | 25'000 | 26'968 CHF | 4'608 CHF | 96.53% | 96.53% |
02.07.2024 | 28.11% | 0.08 CHF | 0.11 CHF | 259'578 | 25'000 | 269'486 | 25'000 | 21'512 CHF | 2'653 CHF | 100.00% | 100.00% |