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 | 6.07% | 0.17 CHF | 0.18 CHF | 210'261 | 100'000 | 208'689 | 100'000 | 33'483 CHF | 17'041 CHF | 99.66% | 99.66% |
12.07.2024 | 6.41% | 0.14 CHF | 0.15 CHF | 207'267 | 100'000 | 208'087 | 100'000 | 31'454 CHF | 16'115 CHF | 99.01% | 99.01% |
11.07.2024 | 7.05% | 0.14 CHF | 0.15 CHF | 206'149 | 100'000 | 207'296 | 100'000 | 28'808 CHF | 14'883 CHF | 99.09% | 99.09% |
10.07.2024 | 7.03% | 0.13 CHF | 0.14 CHF | 206'534 | 100'000 | 207'441 | 100'000 | 28'572 CHF | 14'771 CHF | 100.00% | 100.00% |
09.07.2024 | 8.94% | 0.13 CHF | 0.14 CHF | 206'084 | 100'000 | 204'493 | 100'000 | 22'088 CHF | 11'796 CHF | 100.00% | 100.00% |
08.07.2024 | 11.77% | 0.10 CHF | 0.11 CHF | 203'068 | 100'000 | 201'237 | 100'000 | 16'217 CHF | 9'057 CHF | 100.00% | 100.00% |
05.07.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 201'290 | 100'000 | 201'760 | 100'000 | 16'180 CHF | 9'018 CHF | 98.98% | 98.98% |
04.07.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 203'838 | 100'000 | 204'557 | 100'000 | 20'698 CHF | 11'118 CHF | 100.00% | 100.00% |
03.07.2024 | 6.77% | 0.12 CHF | 0.13 CHF | 206'572 | 100'000 | 209'435 | 100'000 | 30'347 CHF | 15'475 CHF | 99.99% | 99.99% |
02.07.2024 | 4.81% | 0.19 CHF | 0.20 CHF | 213'727 | 100'000 | 215'051 | 100'000 | 43'898 CHF | 21'409 CHF | 100.00% | 100.00% |