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 | 8.57% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 13'135 CHF | 14'111 CHF | 100.00% | 100.00% |
12.07.2024 | 9.25% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 54'679 | 54'679 | 11'906 CHF | 12'818 CHF | 100.00% | 100.00% |
11.07.2024 | 11.61% | 0.18 CHF | 0.19 CHF | 122'000 | 122'000 | 55'171 | 55'171 | 9'543 CHF | 10'462 CHF | 99.80% | 99.80% |
10.07.2024 | 10.44% | 0.18 CHF | 0.19 CHF | 122'000 | 122'000 | 54'891 | 54'891 | 10'135 CHF | 11'050 CHF | 100.00% | 100.00% |
09.07.2024 | 8.59% | 0.23 CHF | 0.24 CHF | 120'000 | 120'000 | 53'754 | 53'754 | 13'454 CHF | 14'426 CHF | 99.78% | 99.78% |
08.07.2024 | 6.90% | 0.30 CHF | 0.31 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 17'050 CHF | 18'018 CHF | 100.00% | 100.00% |
05.07.2024 | 6.64% | 0.32 CHF | 0.33 CHF | 118'000 | 118'000 | 52'341 | 52'341 | 17'219 CHF | 18'166 CHF | 99.81% | 99.81% |
04.07.2024 | 7.13% | 0.35 CHF | 0.37 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 12'912 CHF | 13'815 CHF | 99.98% | 99.98% |
03.07.2024 | 6.22% | 0.34 CHF | 0.35 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 18'836 CHF | 19'779 CHF | 99.98% | 99.98% |
02.07.2024 | 6.07% | 0.37 CHF | 0.38 CHF | 116'000 | 116'000 | 51'741 | 51'741 | 19'116 CHF | 20'053 CHF | 99.99% | 99.99% |