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 | 7.11% | 0.14 CHF | 0.16 CHF | 74'000 | 74'000 | 70'836 | 70'836 | 9'740 CHF | 10'449 CHF | 99.99% | 99.99% |
12.07.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 6'679 CHF | 7'380 CHF | 100.00% | 100.00% |
11.07.2024 | 10.07% | 0.11 CHF | 0.12 CHF | 72'000 | 72'000 | 70'079 | 70'079 | 6'726 CHF | 7'427 CHF | 100.00% | 100.00% |
10.07.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 7'629 CHF | 8'336 CHF | 100.00% | 100.00% |
09.07.2024 | 10.17% | 0.12 CHF | 0.13 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 6'742 CHF | 7'448 CHF | 100.00% | 100.00% |
08.07.2024 | 10.85% | 0.10 CHF | 0.11 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 6'127 CHF | 6'829 CHF | 99.99% | 99.99% |
05.07.2024 | 15.02% | 0.08 CHF | 0.09 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 4'423 CHF | 5'124 CHF | 99.82% | 99.82% |
04.07.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 6'020 CHF | 6'721 CHF | 99.50% | 99.50% |
03.07.2024 | 8.65% | 0.10 CHF | 0.11 CHF | 72'000 | 72'000 | 71'636 | 71'636 | 8'013 CHF | 8'729 CHF | 99.36% | 99.36% |
02.07.2024 | 4.96% | 0.17 CHF | 0.18 CHF | 74'000 | 74'000 | 73'938 | 73'938 | 14'607 CHF | 15'347 CHF | 100.00% | 100.00% |