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 | 11.35% | 0.09 CHF | 0.10 CHF | 478'800 | 478'800 | 472'971 | 472'971 | 39'415 CHF | 44'144 CHF | 100.00% | 100.00% |
12.07.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 419'500 | 419'500 | 422'144 | 422'144 | 35'428 CHF | 39'650 CHF | 100.00% | 100.00% |
11.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 375'300 | 375'300 | 376'542 | 376'542 | 33'508 CHF | 37'273 CHF | 100.00% | 100.00% |
10.07.2024 | 9.29% | 0.10 CHF | 0.11 CHF | 363'400 | 363'400 | 364'686 | 364'686 | 37'496 CHF | 41'142 CHF | 100.00% | 100.00% |
09.07.2024 | 9.85% | 0.11 CHF | 0.12 CHF | 379'400 | 379'400 | 374'564 | 374'564 | 36'282 CHF | 40'032 CHF | 100.00% | 100.00% |
08.07.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 384'200 | 384'200 | 383'111 | 383'111 | 37'134 CHF | 40'965 CHF | 99.99% | 99.99% |
05.07.2024 | 10.33% | 0.10 CHF | 0.11 CHF | 401'600 | 401'600 | 398'207 | 398'207 | 36'616 CHF | 40'598 CHF | 100.00% | 100.00% |
04.07.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 333'600 | 333'600 | 335'606 | 335'606 | 33'284 CHF | 36'640 CHF | 100.00% | 100.00% |
03.07.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 333'500 | 333'500 | 331'801 | 331'801 | 34'582 CHF | 37'900 CHF | 100.00% | 100.00% |
02.07.2024 | 7.92% | 0.12 CHF | 0.13 CHF | 334'000 | 334'000 | 335'709 | 335'709 | 40'738 CHF | 44'095 CHF | 100.00% | 100.00% |