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 | 18.14% | 0.13 CHF | 0.14 CHF | 70'000 | 70'000 | 25'066 | 25'066 | 3'477 CHF | 3'777 CHF | 99.74% | 99.74% |
12.07.2024 | 6.54% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 29'929 | 29'929 | 5'254 CHF | 5'576 CHF | 100.00% | 100.00% |
11.07.2024 | 7.99% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 30'219 | 30'219 | 4'006 CHF | 4'310 CHF | 99.70% | 99.70% |
10.07.2024 | 9.18% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 3'494 CHF | 3'823 CHF | 99.95% | 99.95% |
09.07.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 32'744 | 32'744 | 3'567 CHF | 3'896 CHF | 99.62% | 99.62% |
08.07.2024 | 8.61% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 32'723 | 32'723 | 3'718 CHF | 4'047 CHF | 99.99% | 99.99% |
05.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 32'841 | 32'841 | 3'655 CHF | 3'985 CHF | 99.64% | 99.64% |
04.07.2024 | 33.43% | 0.11 CHF | 0.12 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 1'145 CHF | 1'341 CHF | 98.98% | 98.98% |
03.07.2024 | 10.65% | 0.11 CHF | 0.12 CHF | 70'000 | 70'000 | 31'537 | 31'537 | 3'022 CHF | 3'339 CHF | 98.48% | 98.48% |
02.07.2024 | 11.63% | 0.09 CHF | 0.10 CHF | 70'000 | 70'000 | 32'752 | 32'752 | 2'754 CHF | 3'083 CHF | 99.99% | 99.99% |