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 | 6.00% | 0.17 CHF | 0.18 CHF | 140'000 | 140'000 | 65'507 | 65'507 | 10'895 CHF | 11'553 CHF | 100.00% | 100.00% |
12.07.2024 | 5.95% | 0.16 CHF | 0.17 CHF | 140'000 | 140'000 | 65'503 | 65'503 | 10'846 CHF | 11'504 CHF | 100.00% | 100.00% |
11.07.2024 | 4.77% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 63'542 | 63'542 | 13'305 CHF | 13'943 CHF | 99.98% | 99.98% |
10.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 130'000 | 130'000 | 63'377 | 63'377 | 12'918 CHF | 13'554 CHF | 100.00% | 100.00% |
09.07.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 63'367 | 63'367 | 12'394 CHF | 13'032 CHF | 100.00% | 100.00% |
08.07.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 140'000 | 140'000 | 65'450 | 65'450 | 11'268 CHF | 11'926 CHF | 100.00% | 100.00% |
05.07.2024 | 7.25% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 65'094 | 65'094 | 9'282 CHF | 9'941 CHF | 99.90% | 99.90% |
04.07.2024 | 6.70% | 0.15 CHF | 0.16 CHF | 60'000 | 60'000 | 49'209 | 49'209 | 7'152 CHF | 7'646 CHF | 100.00% | 100.00% |
03.07.2024 | 6.06% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 65'437 | 65'437 | 10'602 CHF | 11'259 CHF | 100.00% | 100.00% |
02.07.2024 | 6.54% | 0.15 CHF | 0.16 CHF | 140'000 | 140'000 | 64'394 | 64'394 | 9'774 CHF | 10'420 CHF | 99.99% | 99.99% |