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 | 13.85% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 25'069 | 25'069 | 5'176 CHF | 5'512 CHF | 99.74% | 99.74% |
12.07.2024 | 6.45% | 0.30 CHF | 0.31 CHF | 60'000 | 60'000 | 29'930 | 29'930 | 7'673 CHF | 8'101 CHF | 100.00% | 100.00% |
11.07.2024 | 6.45% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 30'222 | 30'222 | 6'048 CHF | 6'394 CHF | 99.70% | 99.70% |
10.07.2024 | 7.02% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 5'415 CHF | 5'779 CHF | 99.95% | 99.95% |
09.07.2024 | 7.05% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 32'746 | 32'746 | 5'493 CHF | 5'861 CHF | 99.61% | 99.61% |
08.07.2024 | 6.82% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 32'722 | 32'722 | 5'712 CHF | 6'083 CHF | 99.99% | 99.99% |
05.07.2024 | 6.51% | 0.17 CHF | 0.18 CHF | 70'000 | 70'000 | 32'843 | 32'843 | 5'596 CHF | 5'949 CHF | 99.64% | 99.64% |
04.07.2024 | 24.50% | 0.17 CHF | 0.18 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 1'742 CHF | 1'946 CHF | 98.98% | 98.98% |
03.07.2024 | 7.21% | 0.16 CHF | 0.17 CHF | 70'000 | 70'000 | 31'539 | 31'539 | 4'686 CHF | 5'010 CHF | 98.48% | 98.48% |
02.07.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 32'755 | 32'755 | 4'304 CHF | 4'633 CHF | 100.00% | 100.00% |