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 | 4.07% | 0.22 CHF | 0.23 CHF | 235'000 | 235'000 | 102'731 | 102'731 | 23'725 CHF | 24'755 CHF | 100.00% | 100.00% |
12.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 98'468 | 98'468 | 29'639 CHF | 30'644 CHF | 100.00% | 100.00% |
11.07.2024 | 6.38% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 103'662 | 103'662 | 22'108 CHF | 23'302 CHF | 99.99% | 99.99% |
10.07.2024 | 8.22% | 0.14 CHF | 0.16 CHF | 240'000 | 240'000 | 107'294 | 107'294 | 15'790 CHF | 17'025 CHF | 99.89% | 99.89% |
09.07.2024 | 7.86% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 107'169 | 107'121 | 16'745 CHF | 17'969 CHF | 99.73% | 99.73% |
08.07.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 105'611 | 105'611 | 19'572 CHF | 20'785 CHF | 99.31% | 99.31% |
05.07.2024 | 7.45% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 106'444 | 106'444 | 17'147 CHF | 18'371 CHF | 100.00% | 100.00% |
04.07.2024 | 7.88% | 0.16 CHF | 0.17 CHF | 96'000 | 96'000 | 76'921 | 76'921 | 11'900 CHF | 12'829 CHF | 99.64% | 99.64% |
03.07.2024 | 6.55% | 0.14 CHF | 0.15 CHF | 240'000 | 240'000 | 105'164 | 105'164 | 19'185 CHF | 20'394 CHF | 100.00% | 100.00% |
02.07.2024 | 8.47% | 0.13 CHF | 0.14 CHF | 240'000 | 240'000 | 106'601 | 106'601 | 15'435 CHF | 16'664 CHF | 99.98% | 99.98% |