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 | 24.99% | 0.09 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'464 CHF | 7'024 CHF | 100.00% | 100.00% |
12.07.2024 | 24.66% | 0.09 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'547 CHF | 7'107 CHF | 100.00% | 100.00% |
11.07.2024 | 29.63% | 0.08 CHF | 0.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'500 CHF | 6'060 CHF | 100.00% | 100.00% |
10.07.2024 | 29.61% | 0.07 CHF | 0.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 4'490 CHF | 6'050 CHF | 100.00% | 100.00% |
09.07.2024 | 29.08% | 0.06 CHF | 0.09 CHF | 60'000 | 60'000 | 59'861 | 59'861 | 4'668 CHF | 6'228 CHF | 100.00% | 100.00% |
08.07.2024 | 22.69% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 59'898 | 59'898 | 6'104 CHF | 7'664 CHF | 100.00% | 100.00% |
05.07.2024 | 20.58% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'853 CHF | 8'413 CHF | 99.93% | 99.93% |
04.07.2024 | 22.20% | 0.10 CHF | 0.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'249 CHF | 7'809 CHF | 100.00% | 100.00% |
03.07.2024 | 25.81% | 0.12 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 5'484 CHF | 7'044 CHF | 100.00% | 100.00% |
02.07.2024 | 25.79% | 0.09 CHF | 0.12 CHF | 60'000 | 60'000 | 54'736 | 54'736 | 5'534 CHF | 7'094 CHF | 99.99% | 99.99% |