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 | 24.31% | 0.04 CHF | 0.05 CHF | 562'300 | 562'300 | 562'300 | 562'300 | 20'380 CHF | 26'003 CHF | 100.00% | 100.00% |
12.07.2024 | 24.07% | 0.04 CHF | 0.05 CHF | 528'100 | 528'100 | 528'100 | 528'100 | 19'365 CHF | 24'646 CHF | 100.00% | 100.00% |
11.07.2024 | 22.73% | 0.04 CHF | 0.05 CHF | 466'900 | 466'900 | 467'813 | 467'813 | 18'285 CHF | 22'964 CHF | 100.00% | 100.00% |
10.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 448'500 | 448'500 | 468'496 | 468'496 | 18'745 CHF | 23'430 CHF | 100.00% | 100.00% |
09.07.2024 | 22.17% | 0.05 CHF | 0.06 CHF | 531'700 | 531'700 | 513'538 | 513'538 | 20'686 CHF | 25'822 CHF | 99.74% | 99.74% |
08.07.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 517'600 | 517'600 | 517'600 | 517'600 | 20'704 CHF | 25'880 CHF | 99.26% | 99.26% |
05.07.2024 | 22.87% | 0.04 CHF | 0.05 CHF | 531'500 | 531'500 | 531'500 | 531'500 | 20'641 CHF | 25'956 CHF | 100.00% | 100.00% |
04.07.2024 | 22.97% | 0.04 CHF | 0.05 CHF | 498'200 | 498'200 | 498'200 | 498'200 | 19'261 CHF | 24'243 CHF | 99.58% | 99.58% |
03.07.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 477'700 | 477'700 | 477'700 | 477'700 | 19'095 CHF | 23'872 CHF | 100.00% | 100.00% |
02.07.2024 | 20.86% | 0.04 CHF | 0.05 CHF | 497'900 | 497'900 | 495'944 | 495'944 | 21'368 CHF | 26'327 CHF | 100.00% | 100.00% |