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 | 13.56% | 0.16 CHF | 0.19 CHF | 153'770 | 25'000 | 144'367 | 25'000 | 26'202 CHF | 5'200 CHF | 98.73% | 98.73% |
12.07.2024 | 16.29% | 0.18 CHF | 0.21 CHF | 150'119 | 25'000 | 162'110 | 25'000 | 25'702 CHF | 4'677 CHF | 99.38% | 99.38% |
11.07.2024 | 15.08% | 0.18 CHF | 0.21 CHF | 152'893 | 25'000 | 153'088 | 25'000 | 26'022 CHF | 4'946 CHF | 99.15% | 99.15% |
10.07.2024 | 16.78% | 0.15 CHF | 0.18 CHF | 171'368 | 25'000 | 166'918 | 25'000 | 25'722 CHF | 4'559 CHF | 100.00% | 100.00% |
09.07.2024 | 15.47% | 0.15 CHF | 0.17 CHF | 172'233 | 25'000 | 156'397 | 25'000 | 26'234 CHF | 4'901 CHF | 100.00% | 100.00% |
08.07.2024 | 14.85% | 0.17 CHF | 0.20 CHF | 153'833 | 25'000 | 150'041 | 25'000 | 27'467 CHF | 5'321 CHF | 100.00% | 100.00% |
05.07.2024 | 11.13% | 0.20 CHF | 0.23 CHF | 140'995 | 25'000 | 140'698 | 25'000 | 29'789 CHF | 5'920 CHF | 99.62% | 99.62% |
04.07.2024 | 10.67% | 0.23 CHF | 0.26 CHF | 130'379 | 25'000 | 124'684 | 25'000 | 31'585 CHF | 7'078 CHF | 99.99% | 99.99% |
03.07.2024 | 9.87% | 0.27 CHF | 0.30 CHF | 121'954 | 25'000 | 133'463 | 25'000 | 31'666 CHF | 6'605 CHF | 96.52% | 96.52% |
02.07.2024 | 18.81% | 0.14 CHF | 0.17 CHF | 188'394 | 25'000 | 193'440 | 25'000 | 26'067 CHF | 4'072 CHF | 100.00% | 100.00% |