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 | 12.43% | 0.08 CHF | 0.09 CHF | 877'700 | 877'700 | 346'875 | 346'875 | 26'973 CHF | 30'447 CHF | 99.97% | 99.97% |
12.07.2024 | 11.55% | 0.07 CHF | 0.08 CHF | 776'400 | 776'400 | 315'486 | 315'486 | 25'031 CHF | 28'191 CHF | 100.00% | 100.00% |
11.07.2024 | 12.56% | 0.08 CHF | 0.09 CHF | 937'700 | 937'700 | 366'697 | 366'697 | 28'111 CHF | 31'801 CHF | 100.00% | 100.00% |
10.07.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 795'400 | 795'400 | 313'944 | 313'944 | 26'070 CHF | 29'215 CHF | 99.90% | 99.90% |
09.07.2024 | 11.82% | 0.09 CHF | 0.10 CHF | 843'200 | 843'200 | 333'229 | 333'229 | 27'751 CHF | 31'089 CHF | 99.62% | 99.62% |
08.07.2024 | 10.70% | 0.09 CHF | 0.10 CHF | 745'200 | 745'200 | 295'781 | 295'781 | 26'344 CHF | 29'307 CHF | 100.00% | 100.00% |
05.07.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 752'100 | 752'100 | 297'472 | 297'472 | 28'179 CHF | 31'159 CHF | 99.71% | 99.71% |
04.07.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 225'700 | 225'700 | 185'520 | 185'520 | 17'624 CHF | 19'480 CHF | 99.50% | 99.50% |
03.07.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 735'300 | 735'300 | 292'304 | 292'304 | 28'457 CHF | 31'384 CHF | 99.64% | 99.64% |
02.07.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 608'800 | 608'800 | 245'446 | 245'446 | 27'611 CHF | 30'070 CHF | 100.00% | 100.00% |