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 | 7.15% | 0.15 CHF | 0.16 CHF | 80'000 | 80'000 | 34'885 | 34'885 | 4'870 CHF | 5'220 CHF | 99.99% | 99.99% |
12.07.2024 | 9.67% | 0.12 CHF | 0.13 CHF | 80'000 | 80'000 | 35'547 | 35'547 | 3'746 CHF | 4'104 CHF | 100.00% | 100.00% |
11.07.2024 | 10.09% | 0.10 CHF | 0.11 CHF | 80'000 | 80'000 | 37'278 | 37'278 | 3'632 CHF | 4'007 CHF | 99.99% | 99.99% |
10.07.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 80'000 | 80'000 | 37'325 | 37'325 | 3'157 CHF | 3'532 CHF | 99.90% | 99.90% |
09.07.2024 | 10.22% | 0.08 CHF | 0.09 CHF | 80'000 | 80'000 | 37'213 | 37'213 | 3'487 CHF | 3'862 CHF | 100.00% | 100.00% |
08.07.2024 | 11.82% | 0.09 CHF | 0.10 CHF | 80'000 | 80'000 | 37'262 | 37'262 | 3'220 CHF | 3'595 CHF | 100.00% | 100.00% |
05.07.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 80'000 | 80'000 | 37'321 | 37'321 | 2'956 CHF | 3'331 CHF | 99.90% | 99.90% |
04.07.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 40'000 | 40'000 | 29'365 | 29'365 | 2'414 CHF | 2'708 CHF | 100.00% | 100.00% |
03.07.2024 | 10.34% | 0.09 CHF | 0.10 CHF | 80'000 | 80'000 | 34'883 | 34'883 | 3'257 CHF | 3'607 CHF | 100.00% | 100.00% |
02.07.2024 | 12.19% | 0.09 CHF | 0.10 CHF | 80'000 | 80'000 | 37'283 | 37'283 | 3'038 CHF | 3'413 CHF | 100.00% | 100.00% |