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 | 12.53% | 0.08 CHF | 0.09 CHF | 1'301'200 | 1'301'200 | 592'902 | 592'902 | 45'931 CHF | 51'871 CHF | 100.00% | 100.00% |
12.07.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 1'316'200 | 1'316'200 | 594'098 | 594'098 | 45'112 CHF | 51'064 CHF | 100.00% | 100.00% |
11.07.2024 | 13.53% | 0.08 CHF | 0.09 CHF | 1'424'900 | 1'424'900 | 645'697 | 645'697 | 45'508 CHF | 51'978 CHF | 100.00% | 100.00% |
10.07.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 1'524'900 | 1'524'900 | 688'962 | 688'962 | 45'542 CHF | 52'445 CHF | 100.00% | 100.00% |
09.07.2024 | 14.79% | 0.06 CHF | 0.07 CHF | 1'580'900 | 1'580'900 | 704'777 | 704'777 | 44'095 CHF | 51'156 CHF | 99.74% | 99.74% |
08.07.2024 | 14.18% | 0.07 CHF | 0.08 CHF | 1'638'200 | 1'638'200 | 731'790 | 731'790 | 48'692 CHF | 56'041 CHF | 99.30% | 99.30% |
05.07.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1'686'000 | 1'686'000 | 754'402 | 754'402 | 45'023 CHF | 52'581 CHF | 100.00% | 100.00% |
04.07.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 674'400 | 674'400 | 527'682 | 527'682 | 31'535 CHF | 36'812 CHF | 99.59% | 99.59% |
03.07.2024 | 13.88% | 0.06 CHF | 0.07 CHF | 1'483'600 | 1'483'600 | 654'486 | 654'486 | 43'494 CHF | 50'051 CHF | 100.00% | 100.00% |
02.07.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 1'426'600 | 1'426'600 | 638'906 | 638'906 | 43'676 CHF | 50'077 CHF | 100.00% | 100.00% |