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 | 8.17% | 0.11 CHF | 0.12 CHF | 210'076 | 100'000 | 208'651 | 100'000 | 24'613 CHF | 12'800 CHF | 99.66% | 99.66% |
12.07.2024 | 7.52% | 0.14 CHF | 0.15 CHF | 207'207 | 100'000 | 208'091 | 100'000 | 26'682 CHF | 13'823 CHF | 99.01% | 99.01% |
11.07.2024 | 6.92% | 0.14 CHF | 0.15 CHF | 206'268 | 100'000 | 207'284 | 100'000 | 29'324 CHF | 15'160 CHF | 99.09% | 99.09% |
10.07.2024 | 6.79% | 0.15 CHF | 0.16 CHF | 206'593 | 100'000 | 207'422 | 100'000 | 29'606 CHF | 15'276 CHF | 100.00% | 100.00% |
09.07.2024 | 5.62% | 0.15 CHF | 0.16 CHF | 206'262 | 100'000 | 204'488 | 100'000 | 35'473 CHF | 18'352 CHF | 100.00% | 100.00% |
08.07.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 202'234 | 100'000 | 201'318 | 100'000 | 40'901 CHF | 21'318 CHF | 100.00% | 100.00% |
05.07.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 201'674 | 100'000 | 201'941 | 100'000 | 40'753 CHF | 21'182 CHF | 98.98% | 98.98% |
04.07.2024 | 5.35% | 0.19 CHF | 0.20 CHF | 203'990 | 100'000 | 204'458 | 100'000 | 37'233 CHF | 19'211 CHF | 100.00% | 100.00% |
03.07.2024 | 7.15% | 0.16 CHF | 0.17 CHF | 206'178 | 100'000 | 209'472 | 100'000 | 28'602 CHF | 14'670 CHF | 99.99% | 99.99% |
02.07.2024 | 12.60% | 0.09 CHF | 0.10 CHF | 213'853 | 100'000 | 215'480 | 100'000 | 16'775 CHF | 8'795 CHF | 100.00% | 100.00% |