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 | 16.28% | 0.15 CHF | 0.18 CHF | 289'392 | 25'000 | 280'472 | 25'000 | 45'653 CHF | 4'794 CHF | 98.73% | 98.73% |
12.07.2024 | 15.62% | 0.16 CHF | 0.19 CHF | 287'896 | 25'000 | 302'515 | 25'000 | 45'481 CHF | 4'397 CHF | 99.38% | 99.38% |
11.07.2024 | 16.87% | 0.16 CHF | 0.19 CHF | 290'413 | 25'000 | 292'346 | 25'000 | 44'658 CHF | 4'522 CHF | 99.15% | 99.15% |
10.07.2024 | 15.99% | 0.15 CHF | 0.17 CHF | 314'589 | 25'000 | 309'100 | 25'000 | 45'181 CHF | 4'289 CHF | 100.00% | 100.00% |
09.07.2024 | 17.95% | 0.14 CHF | 0.17 CHF | 307'703 | 25'000 | 296'013 | 25'000 | 44'334 CHF | 4'483 CHF | 100.00% | 100.00% |
08.07.2024 | 15.91% | 0.15 CHF | 0.18 CHF | 293'116 | 25'000 | 287'774 | 25'000 | 46'308 CHF | 4'722 CHF | 100.00% | 100.00% |
05.07.2024 | 15.71% | 0.17 CHF | 0.20 CHF | 269'073 | 25'000 | 272'296 | 25'000 | 46'530 CHF | 5'001 CHF | 91.89% | 91.89% |
04.07.2024 | 12.63% | 0.18 CHF | 0.21 CHF | 260'124 | 25'000 | 248'575 | 25'000 | 48'114 CHF | 5'507 CHF | 98.96% | 98.96% |
03.07.2024 | 14.71% | 0.20 CHF | 0.23 CHF | 250'000 | 25'000 | 267'280 | 25'000 | 48'382 CHF | 5'266 CHF | 89.10% | 89.10% |
02.07.2024 | 18.75% | 0.13 CHF | 0.16 CHF | 347'056 | 25'000 | 342'268 | 25'000 | 44'632 CHF | 3'937 CHF | 100.00% | 100.00% |