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 | 10.67% | 0.16 CHF | 0.18 CHF | 211'259 | 20'000 | 207'590 | 20'000 | 34'635 CHF | 3'714 CHF | 99.72% | 99.72% |
12.07.2024 | 9.72% | 0.18 CHF | 0.20 CHF | 200'576 | 20'000 | 212'128 | 20'000 | 35'747 CHF | 3'719 CHF | 99.01% | 99.01% |
11.07.2024 | 11.84% | 0.17 CHF | 0.18 CHF | 209'406 | 20'000 | 219'839 | 20'000 | 34'011 CHF | 3'485 CHF | 99.08% | 99.08% |
10.07.2024 | 9.61% | 0.15 CHF | 0.16 CHF | 234'032 | 20'000 | 232'197 | 20'000 | 34'675 CHF | 3'289 CHF | 100.00% | 100.00% |
09.07.2024 | 11.75% | 0.14 CHF | 0.16 CHF | 237'137 | 20'000 | 239'310 | 20'000 | 33'784 CHF | 3'176 CHF | 100.00% | 100.00% |
08.07.2024 | 13.78% | 0.14 CHF | 0.16 CHF | 245'608 | 20'000 | 252'130 | 20'000 | 33'457 CHF | 3'048 CHF | 100.00% | 100.00% |
05.07.2024 | 11.51% | 0.12 CHF | 0.14 CHF | 266'129 | 20'000 | 246'148 | 20'000 | 33'764 CHF | 3'083 CHF | 98.98% | 98.98% |
04.07.2024 | 14.28% | 0.13 CHF | 0.15 CHF | 253'036 | 20'000 | 264'385 | 20'000 | 34'178 CHF | 2'983 CHF | 100.00% | 100.00% |
03.07.2024 | 12.88% | 0.12 CHF | 0.14 CHF | 267'616 | 20'000 | 266'917 | 20'000 | 32'991 CHF | 2'811 CHF | 98.25% | 98.25% |
02.07.2024 | 14.63% | 0.13 CHF | 0.15 CHF | 265'631 | 20'000 | 276'559 | 20'000 | 33'839 CHF | 2'835 CHF | 99.90% | 99.90% |