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 | 14.12% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 23'084 | 23'084 | 5'497 CHF | 5'912 CHF | 99.63% | 99.63% |
12.07.2024 | 7.52% | 0.38 CHF | 0.39 CHF | 60'000 | 60'000 | 29'929 | 29'929 | 9'527 CHF | 10'105 CHF | 100.00% | 100.00% |
11.07.2024 | 7.99% | 0.28 CHF | 0.30 CHF | 60'000 | 60'000 | 30'220 | 30'220 | 7'181 CHF | 7'643 CHF | 99.70% | 99.70% |
10.07.2024 | 8.39% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 32'726 | 32'726 | 6'168 CHF | 6'629 CHF | 99.95% | 99.95% |
09.07.2024 | 8.26% | 0.20 CHF | 0.21 CHF | 70'000 | 70'000 | 32'744 | 32'744 | 6'143 CHF | 6'593 CHF | 99.62% | 99.62% |
08.07.2024 | 8.18% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 32'722 | 32'722 | 6'426 CHF | 6'897 CHF | 99.99% | 99.99% |
05.07.2024 | 8.13% | 0.19 CHF | 0.20 CHF | 70'000 | 70'000 | 32'839 | 32'839 | 6'314 CHF | 6'765 CHF | 99.63% | 99.63% |
04.07.2024 | 24.06% | 0.19 CHF | 0.20 CHF | 30'000 | 30'000 | 10'335 | 10'335 | 1'945 CHF | 2'188 CHF | 98.98% | 98.98% |
03.07.2024 | 8.61% | 0.18 CHF | 0.19 CHF | 70'000 | 70'000 | 31'544 | 31'544 | 5'026 CHF | 5'397 CHF | 98.44% | 98.44% |
02.07.2024 | 8.85% | 0.14 CHF | 0.15 CHF | 70'000 | 70'000 | 32'745 | 32'745 | 4'404 CHF | 4'776 CHF | 99.97% | 99.97% |