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 | 19.25% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 25'066 | 25'066 | 3'284 CHF | 3'602 CHF | 99.74% | 99.74% |
12.07.2024 | 8.36% | 0.22 CHF | 0.23 CHF | 60'000 | 60'000 | 29'929 | 29'929 | 5'516 CHF | 5'914 CHF | 100.00% | 100.00% |
11.07.2024 | 9.20% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 30'223 | 30'223 | 3'953 CHF | 4'278 CHF | 99.70% | 99.70% |
10.07.2024 | 10.72% | 0.10 CHF | 0.11 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 3'231 CHF | 3'578 CHF | 99.95% | 99.95% |
09.07.2024 | 10.88% | 0.10 CHF | 0.11 CHF | 70'000 | 70'000 | 32'742 | 32'742 | 3'204 CHF | 3'551 CHF | 99.63% | 99.63% |
08.07.2024 | 10.27% | 0.10 CHF | 0.11 CHF | 70'000 | 70'000 | 32'722 | 32'722 | 3'405 CHF | 3'755 CHF | 99.99% | 99.99% |
05.07.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 70'000 | 70'000 | 32'843 | 32'843 | 3'362 CHF | 3'710 CHF | 99.64% | 99.64% |
04.07.2024 | 36.46% | 0.10 CHF | 0.11 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 1'036 CHF | 1'235 CHF | 98.98% | 98.98% |
03.07.2024 | 12.57% | 0.09 CHF | 0.10 CHF | 70'000 | 70'000 | 31'537 | 31'537 | 2'594 CHF | 2'911 CHF | 98.48% | 98.48% |
02.07.2024 | 14.31% | 0.07 CHF | 0.08 CHF | 70'000 | 70'000 | 32'755 | 32'755 | 2'202 CHF | 2'531 CHF | 100.00% | 100.00% |