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 | 9.01% | 0.10 CHF | 0.11 CHF | 290'500 | 290'500 | 296'484 | 296'484 | 31'471 CHF | 34'435 CHF | 100.00% | 100.00% |
12.07.2024 | 9.31% | 0.09 CHF | 0.10 CHF | 269'300 | 269'300 | 272'317 | 272'317 | 28'128 CHF | 30'851 CHF | 100.00% | 100.00% |
11.07.2024 | 10.29% | 0.10 CHF | 0.11 CHF | 327'200 | 327'200 | 327'115 | 327'115 | 30'255 CHF | 33'526 CHF | 99.83% | 99.83% |
10.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 345'300 | 345'300 | 340'273 | 340'273 | 26'361 CHF | 29'764 CHF | 100.00% | 100.00% |
09.07.2024 | 12.96% | 0.08 CHF | 0.09 CHF | 394'500 | 394'500 | 384'952 | 384'952 | 27'847 CHF | 31'697 CHF | 99.74% | 99.74% |
08.07.2024 | 14.86% | 0.07 CHF | 0.08 CHF | 366'000 | 366'000 | 364'491 | 364'491 | 22'777 CHF | 26'422 CHF | 100.00% | 100.00% |
05.07.2024 | 13.76% | 0.07 CHF | 0.08 CHF | 345'500 | 345'500 | 344'099 | 344'099 | 23'318 CHF | 26'759 CHF | 99.81% | 99.81% |
04.07.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 312'500 | 312'500 | 316'865 | 316'865 | 24'944 CHF | 28'113 CHF | 100.00% | 100.00% |
03.07.2024 | 10.78% | 0.08 CHF | 0.09 CHF | 228'300 | 228'300 | 233'627 | 233'627 | 20'669 CHF | 23'006 CHF | 100.00% | 100.00% |
02.07.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 244'200 | 244'200 | 243'192 | 243'192 | 28'092 CHF | 30'524 CHF | 100.00% | 100.00% |