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 | 8.68% | 0.31 CHF | 0.32 CHF | 155'000 | 155'000 | 69'459 | 69'459 | 19'235 CHF | 20'495 CHF | 100.00% | 100.00% |
12.07.2024 | 9.36% | 0.30 CHF | 0.31 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 17'667 CHF | 18'931 CHF | 99.98% | 99.98% |
11.07.2024 | 10.14% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 67'374 | 67'374 | 15'643 CHF | 16'933 CHF | 99.82% | 99.82% |
10.07.2024 | 9.24% | 0.25 CHF | 0.26 CHF | 150'000 | 150'000 | 67'409 | 67'409 | 16'330 CHF | 17'554 CHF | 100.00% | 100.00% |
09.07.2024 | 14.40% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 67'450 | 67'450 | 13'956 CHF | 15'520 CHF | 99.74% | 99.74% |
08.07.2024 | 13.76% | 0.14 CHF | 0.15 CHF | 145'000 | 145'000 | 66'581 | 66'581 | 11'514 CHF | 12'982 CHF | 99.92% | 99.92% |
05.07.2024 | 11.53% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 67'199 | 67'199 | 15'570 CHF | 16'967 CHF | 99.69% | 99.69% |
04.07.2024 | 13.99% | 0.22 CHF | 0.24 CHF | 60'000 | 60'000 | 48'303 | 48'303 | 10'307 CHF | 11'785 CHF | 99.95% | 99.95% |
03.07.2024 | 14.21% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 14'852 CHF | 16'422 CHF | 100.00% | 100.00% |
02.07.2024 | 14.55% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 66'981 | 66'981 | 12'854 CHF | 14'420 CHF | 99.99% | 99.99% |