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 | 10.33% | 0.16 CHF | 0.18 CHF | 119'229 | 20'000 | 114'909 | 20'000 | 20'245 CHF | 3'910 CHF | 99.71% | 99.71% |
12.07.2024 | 9.34% | 0.20 CHF | 0.22 CHF | 108'515 | 20'000 | 116'632 | 20'000 | 20'950 CHF | 3'953 CHF | 99.01% | 99.01% |
11.07.2024 | 11.62% | 0.18 CHF | 0.20 CHF | 115'826 | 20'000 | 125'864 | 20'000 | 19'832 CHF | 3'547 CHF | 99.09% | 99.09% |
10.07.2024 | 11.93% | 0.14 CHF | 0.16 CHF | 136'063 | 20'000 | 133'834 | 20'000 | 19'419 CHF | 3'270 CHF | 100.00% | 100.00% |
09.07.2024 | 12.25% | 0.13 CHF | 0.15 CHF | 142'395 | 20'000 | 143'170 | 20'000 | 19'663 CHF | 3'108 CHF | 100.00% | 100.00% |
08.07.2024 | 14.46% | 0.13 CHF | 0.15 CHF | 142'179 | 20'000 | 150'842 | 20'000 | 18'826 CHF | 2'889 CHF | 100.00% | 100.00% |
05.07.2024 | 13.20% | 0.11 CHF | 0.13 CHF | 159'995 | 20'000 | 147'634 | 20'000 | 19'267 CHF | 2'987 CHF | 98.98% | 98.98% |
04.07.2024 | 13.69% | 0.13 CHF | 0.15 CHF | 154'249 | 20'000 | 157'146 | 20'000 | 19'116 CHF | 2'791 CHF | 100.00% | 100.00% |
03.07.2024 | 15.41% | 0.11 CHF | 0.13 CHF | 165'436 | 20'000 | 165'919 | 20'000 | 18'579 CHF | 2'613 CHF | 98.25% | 98.25% |
02.07.2024 | 14.56% | 0.13 CHF | 0.14 CHF | 157'978 | 20'000 | 172'587 | 20'000 | 19'499 CHF | 2'619 CHF | 99.90% | 99.90% |