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 | 12.52% | 0.19 CHF | 0.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'680 CHF | 13'240 CHF | 100.00% | 100.00% |
12.07.2024 | 12.26% | 0.19 CHF | 0.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'955 CHF | 13'515 CHF | 100.00% | 100.00% |
11.07.2024 | 16.67% | 0.17 CHF | 0.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'650 CHF | 10'210 CHF | 100.00% | 100.00% |
10.07.2024 | 16.67% | 0.14 CHF | 0.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'584 CHF | 10'144 CHF | 100.00% | 100.00% |
09.07.2024 | 14.62% | 0.15 CHF | 0.18 CHF | 60'000 | 60'000 | 59'864 | 59'864 | 9'952 CHF | 11'512 CHF | 100.00% | 100.00% |
08.07.2024 | 11.30% | 0.22 CHF | 0.24 CHF | 60'000 | 60'000 | 59'894 | 59'894 | 13'128 CHF | 14'698 CHF | 100.00% | 100.00% |
05.07.2024 | 11.96% | 0.22 CHF | 0.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'661 CHF | 15'400 CHF | 99.93% | 99.93% |
04.07.2024 | 12.55% | 0.22 CHF | 0.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'289 CHF | 15'069 CHF | 100.00% | 100.00% |
03.07.2024 | 11.31% | 0.25 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'816 CHF | 15'470 CHF | 100.00% | 100.00% |
02.07.2024 | 11.41% | 0.28 CHF | 0.31 CHF | 60'000 | 60'000 | 54'736 | 54'736 | 15'896 CHF | 17'696 CHF | 100.00% | 100.00% |