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 | 8.02% | 0.12 CHF | 0.13 CHF | 616'300 | 616'300 | 617'384 | 617'384 | 73'928 CHF | 80'102 CHF | 100.00% | 100.00% |
12.07.2024 | 7.90% | 0.13 CHF | 0.14 CHF | 609'800 | 609'800 | 607'286 | 607'286 | 73'894 CHF | 79'967 CHF | 100.00% | 100.00% |
11.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 607'100 | 607'100 | 609'076 | 609'076 | 73'349 CHF | 79'440 CHF | 100.00% | 100.00% |
10.07.2024 | 7.78% | 0.13 CHF | 0.14 CHF | 609'400 | 609'400 | 606'979 | 606'979 | 75'016 CHF | 81'086 CHF | 100.00% | 100.00% |
09.07.2024 | 7.59% | 0.12 CHF | 0.13 CHF | 570'800 | 570'800 | 568'024 | 568'024 | 72'032 CHF | 77'712 CHF | 100.00% | 100.00% |
08.07.2024 | 7.14% | 0.14 CHF | 0.14 CHF | 534'100 | 534'100 | 531'897 | 531'897 | 71'835 CHF | 77'154 CHF | 100.00% | 100.00% |
05.07.2024 | 6.97% | 0.14 CHF | 0.15 CHF | 580'400 | 580'400 | 586'912 | 586'912 | 81'296 CHF | 87'166 CHF | 99.23% | 99.23% |
04.07.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 761'000 | 761'000 | 768'330 | 768'330 | 93'207 CHF | 100'890 CHF | 99.50% | 99.50% |
03.07.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 898'000 | 898'000 | 903'452 | 903'452 | 79'499 CHF | 88'533 CHF | 99.36% | 99.36% |
02.07.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 901'500 | 901'500 | 898'901 | 898'901 | 71'593 CHF | 80'582 CHF | 100.00% | 100.00% |