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 | 28.01% | 0.04 CHF | 0.05 CHF | 678'500 | 678'500 | 692'404 | 692'404 | 21'312 CHF | 28'236 CHF | 100.00% | 100.00% |
12.07.2024 | 26.83% | 0.04 CHF | 0.05 CHF | 716'900 | 716'900 | 724'940 | 724'940 | 23'544 CHF | 30'793 CHF | 100.00% | 100.00% |
11.07.2024 | 23.88% | 0.04 CHF | 0.05 CHF | 596'800 | 596'800 | 596'651 | 596'651 | 22'097 CHF | 28'063 CHF | 99.83% | 99.83% |
10.07.2024 | 20.47% | 0.04 CHF | 0.05 CHF | 570'900 | 570'900 | 562'551 | 562'551 | 24'706 CHF | 30'331 CHF | 100.00% | 100.00% |
09.07.2024 | 19.19% | 0.05 CHF | 0.06 CHF | 507'500 | 507'500 | 495'151 | 495'151 | 23'377 CHF | 28'329 CHF | 99.73% | 99.73% |
08.07.2024 | 17.09% | 0.05 CHF | 0.06 CHF | 510'000 | 510'000 | 507'897 | 507'897 | 27'214 CHF | 32'293 CHF | 100.00% | 100.00% |
05.07.2024 | 18.30% | 0.05 CHF | 0.06 CHF | 532'100 | 532'100 | 529'939 | 529'939 | 26'331 CHF | 31'631 CHF | 99.81% | 99.81% |
04.07.2024 | 20.01% | 0.05 CHF | 0.06 CHF | 571'400 | 571'400 | 579'369 | 579'369 | 26'063 CHF | 31'857 CHF | 100.00% | 100.00% |
03.07.2024 | 21.96% | 0.05 CHF | 0.06 CHF | 691'000 | 691'000 | 707'144 | 707'144 | 28'774 CHF | 35'845 CHF | 100.00% | 100.00% |
02.07.2024 | 26.26% | 0.04 CHF | 0.05 CHF | 725'700 | 725'700 | 722'705 | 722'705 | 24'031 CHF | 31'258 CHF | 100.00% | 100.00% |