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 | - | 0.14 CHF | 0.11 CHF | 194'836 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.72% |
12.07.2024 | 8.76% | 0.07 CHF | 0.08 CHF | 192'196 | 100'000 | 194'110 | 100'000 | 22'112 CHF | 12'378 CHF | 97.13% | 97.13% |
11.07.2024 | 5.52% | 0.15 CHF | 0.16 CHF | 195'343 | 100'000 | 197'078 | 100'000 | 34'867 CHF | 18'688 CHF | 99.08% | 99.08% |
10.07.2024 | 5.06% | 0.17 CHF | 0.18 CHF | 197'452 | 100'000 | 198'108 | 100'000 | 38'287 CHF | 20'324 CHF | 98.75% | 98.75% |
09.07.2024 | 5.65% | 0.18 CHF | 0.19 CHF | 197'230 | 100'000 | 197'215 | 100'000 | 34'010 CHF | 18'244 CHF | 100.00% | 100.00% |
08.07.2024 | 5.81% | 0.18 CHF | 0.19 CHF | 197'142 | 100'000 | 196'389 | 100'000 | 32'910 CHF | 17'756 CHF | 98.75% | 98.75% |
05.07.2024 | 6.74% | 0.17 CHF | 0.18 CHF | 197'145 | 100'000 | 196'062 | 100'000 | 28'346 CHF | 15'454 CHF | 98.35% | 98.35% |
04.07.2024 | 5.29% | 0.16 CHF | 0.17 CHF | 196'870 | 100'000 | 198'091 | 100'000 | 36'545 CHF | 19'447 CHF | 100.00% | 100.00% |
03.07.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 198'522 | 100'000 | 198'998 | 100'000 | 38'091 CHF | 20'139 CHF | 98.93% | 98.93% |
02.07.2024 | 4.10% | 0.21 CHF | 0.22 CHF | 200'132 | 100'000 | 200'277 | 100'000 | 48'035 CHF | 24'989 CHF | 93.34% | 93.34% |