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 | 11.95% | 0.14 CHF | 0.15 CHF | 176'000 | 176'000 | 78'902 | 78'902 | 11'100 CHF | 12'296 CHF | 100.00% | 100.00% |
12.07.2024 | 13.48% | 0.14 CHF | 0.15 CHF | 176'000 | 176'000 | 78'923 | 78'923 | 10'300 CHF | 11'496 CHF | 100.00% | 100.00% |
11.07.2024 | 16.13% | 0.11 CHF | 0.12 CHF | 178'000 | 178'000 | 80'008 | 80'008 | 8'397 CHF | 9'611 CHF | 99.82% | 99.82% |
10.07.2024 | 16.14% | 0.09 CHF | 0.10 CHF | 178'000 | 178'000 | 80'069 | 80'069 | 7'697 CHF | 8'912 CHF | 100.00% | 100.00% |
09.07.2024 | 14.62% | 0.11 CHF | 0.12 CHF | 178'000 | 178'000 | 79'290 | 79'290 | 8'786 CHF | 9'985 CHF | 99.73% | 99.73% |
08.07.2024 | 11.67% | 0.12 CHF | 0.13 CHF | 176'000 | 176'000 | 78'684 | 78'684 | 10'630 CHF | 11'821 CHF | 100.00% | 100.00% |
05.07.2024 | 12.72% | 0.12 CHF | 0.13 CHF | 176'000 | 176'000 | 78'650 | 78'650 | 10'043 CHF | 11'236 CHF | 99.70% | 99.70% |
04.07.2024 | 13.54% | 0.14 CHF | 0.16 CHF | 70'000 | 70'000 | 56'627 | 56'627 | 7'774 CHF | 8'906 CHF | 100.00% | 100.00% |
03.07.2024 | 12.93% | 0.14 CHF | 0.15 CHF | 174'000 | 174'000 | 78'646 | 78'646 | 10'470 CHF | 11'663 CHF | 100.00% | 100.00% |
02.07.2024 | 13.07% | 0.12 CHF | 0.13 CHF | 176'000 | 176'000 | 78'603 | 78'603 | 9'950 CHF | 11'140 CHF | 100.00% | 100.00% |