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 | 8.61% | 0.12 CHF | 0.13 CHF | 232'200 | 232'200 | 128'037 | 128'037 | 14'410 CHF | 15'693 CHF | 100.00% | 100.00% |
12.07.2024 | 10.71% | 0.11 CHF | 0.12 CHF | 266'200 | 266'200 | 147'559 | 147'559 | 13'648 CHF | 15'129 CHF | 99.94% | 99.94% |
11.07.2024 | 11.14% | 0.09 CHF | 0.10 CHF | 301'800 | 301'800 | 165'223 | 165'223 | 14'630 CHF | 16'301 CHF | 99.43% | 99.43% |
10.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 370'400 | 370'400 | 201'218 | 201'218 | 15'652 CHF | 17'668 CHF | 99.84% | 99.84% |
09.07.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 378'900 | 378'900 | 209'167 | 209'167 | 14'108 CHF | 16'203 CHF | 99.65% | 99.65% |
08.07.2024 | 14.53% | 0.07 CHF | 0.08 CHF | 368'400 | 368'400 | 202'764 | 202'764 | 13'256 CHF | 15'291 CHF | 100.00% | 100.00% |
05.07.2024 | 13.25% | 0.08 CHF | 0.09 CHF | 388'200 | 388'200 | 213'416 | 213'416 | 15'539 CHF | 17'681 CHF | 99.53% | 99.53% |
04.07.2024 | 14.05% | 0.07 CHF | 0.08 CHF | 194'100 | 194'100 | 173'253 | 173'253 | 11'499 CHF | 13'231 CHF | 98.93% | 98.93% |
03.07.2024 | 16.79% | 0.07 CHF | 0.08 CHF | 494'600 | 494'600 | 267'627 | 267'627 | 15'340 CHF | 18'022 CHF | 98.22% | 98.22% |
02.07.2024 | 19.05% | 0.05 CHF | 0.06 CHF | 506'500 | 506'500 | 277'763 | 277'763 | 13'348 CHF | 16'131 CHF | 100.00% | 100.00% |