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 | 9.63% | 0.11 CHF | 0.12 CHF | 376'300 | 376'300 | 175'420 | 175'420 | 17'885 CHF | 19'643 CHF | 100.00% | 100.00% |
12.07.2024 | 11.03% | 0.10 CHF | 0.11 CHF | 431'000 | 431'000 | 197'881 | 197'881 | 17'770 CHF | 19'755 CHF | 100.00% | 100.00% |
11.07.2024 | 12.47% | 0.09 CHF | 0.10 CHF | 492'200 | 492'200 | 224'657 | 224'657 | 17'733 CHF | 19'988 CHF | 100.00% | 100.00% |
10.07.2024 | 12.95% | 0.07 CHF | 0.08 CHF | 507'600 | 507'600 | 227'541 | 227'541 | 16'371 CHF | 18'651 CHF | 100.00% | 100.00% |
09.07.2024 | 12.75% | 0.07 CHF | 0.08 CHF | 514'000 | 514'000 | 230'130 | 230'130 | 17'152 CHF | 19'458 CHF | 100.00% | 100.00% |
08.07.2024 | 12.10% | 0.08 CHF | 0.09 CHF | 475'900 | 475'900 | 208'533 | 208'533 | 16'280 CHF | 18'369 CHF | 100.00% | 100.00% |
05.07.2024 | 12.77% | 0.08 CHF | 0.09 CHF | 504'500 | 504'500 | 225'526 | 225'526 | 16'887 CHF | 19'148 CHF | 99.90% | 99.90% |
04.07.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 201'800 | 201'800 | 161'569 | 161'569 | 12'109 CHF | 13'726 CHF | 100.00% | 100.00% |
03.07.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 501'000 | 501'000 | 224'255 | 224'255 | 16'876 CHF | 19'123 CHF | 100.00% | 100.00% |
02.07.2024 | 13.37% | 0.08 CHF | 0.09 CHF | 518'000 | 518'000 | 231'676 | 231'676 | 16'826 CHF | 19'147 CHF | 99.98% | 99.98% |