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 | 10.62% | 0.09 CHF | 0.10 CHF | 655'600 | 655'600 | 632'517 | 632'517 | 56'375 CHF | 62'700 CHF | 100.00% | 100.00% |
12.07.2024 | 10.25% | 0.10 CHF | 0.11 CHF | 647'000 | 647'000 | 630'322 | 630'322 | 58'379 CHF | 64'682 CHF | 100.00% | 100.00% |
11.07.2024 | 10.11% | 0.09 CHF | 0.10 CHF | 659'400 | 659'400 | 642'427 | 642'427 | 60'367 CHF | 66'792 CHF | 100.00% | 100.00% |
10.07.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 675'500 | 675'500 | 658'847 | 658'847 | 58'087 CHF | 64'675 CHF | 100.00% | 100.00% |
09.07.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 681'200 | 681'200 | 662'430 | 662'430 | 60'027 CHF | 66'652 CHF | 100.00% | 100.00% |
08.07.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 652'100 | 652'100 | 635'106 | 635'106 | 55'687 CHF | 62'038 CHF | 100.00% | 100.00% |
05.07.2024 | 10.05% | 0.09 CHF | 0.10 CHF | 602'100 | 602'100 | 577'020 | 577'020 | 54'524 CHF | 60'295 CHF | 99.82% | 99.82% |
04.07.2024 | 9.32% | 0.11 CHF | 0.12 CHF | 602'900 | 602'900 | 587'112 | 587'112 | 60'049 CHF | 65'920 CHF | 99.50% | 99.50% |
03.07.2024 | 9.90% | 0.10 CHF | 0.11 CHF | 674'400 | 674'400 | 659'293 | 659'293 | 63'376 CHF | 69'969 CHF | 99.36% | 99.36% |
02.07.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 666'700 | 666'700 | 647'618 | 647'618 | 55'971 CHF | 62'448 CHF | 100.00% | 100.00% |