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 | 14.01% | 0.07 CHF | 0.08 CHF | 958'000 | 958'000 | 957'289 | 957'289 | 63'615 CHF | 73'188 CHF | 100.00% | 100.00% |
12.07.2024 | 13.62% | 0.07 CHF | 0.08 CHF | 847'500 | 847'500 | 852'099 | 852'099 | 58'389 CHF | 66'910 CHF | 100.00% | 100.00% |
11.07.2024 | 12.91% | 0.07 CHF | 0.08 CHF | 800'800 | 800'800 | 797'503 | 797'503 | 57'860 CHF | 65'835 CHF | 100.00% | 100.00% |
10.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 825'200 | 825'200 | 831'387 | 831'387 | 67'047 CHF | 75'361 CHF | 100.00% | 100.00% |
09.07.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 839'800 | 839'800 | 837'619 | 837'619 | 63'534 CHF | 71'910 CHF | 100.00% | 100.00% |
08.07.2024 | 12.81% | 0.08 CHF | 0.09 CHF | 845'200 | 845'200 | 841'714 | 841'714 | 61'599 CHF | 70'016 CHF | 99.99% | 99.99% |
05.07.2024 | 13.47% | 0.08 CHF | 0.09 CHF | 899'300 | 899'300 | 893'916 | 893'916 | 62'041 CHF | 70'980 CHF | 99.82% | 99.82% |
04.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 817'300 | 817'300 | 813'354 | 813'354 | 56'847 CHF | 64'980 CHF | 99.50% | 99.50% |
03.07.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 766'100 | 766'100 | 762'921 | 762'921 | 57'119 CHF | 64'748 CHF | 99.36% | 99.36% |
02.07.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 802'600 | 802'600 | 799'283 | 799'283 | 67'911 CHF | 75'903 CHF | 100.00% | 100.00% |