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 | 12.21% | 0.08 CHF | 0.09 CHF | 533'700 | 533'700 | 530'699 | 530'699 | 40'869 CHF | 46'176 CHF | 99.99% | 99.99% |
12.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 542'500 | 542'500 | 543'194 | 543'194 | 43'637 CHF | 49'068 CHF | 100.00% | 100.00% |
11.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 556'000 | 556'000 | 555'560 | 555'560 | 41'696 CHF | 47'252 CHF | 99.99% | 99.99% |
10.07.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 480'600 | 480'600 | 482'426 | 482'426 | 38'887 CHF | 43'711 CHF | 100.00% | 100.00% |
09.07.2024 | 11.23% | 0.09 CHF | 0.10 CHF | 483'500 | 483'500 | 481'565 | 481'565 | 40'584 CHF | 45'405 CHF | 100.00% | 100.00% |
08.07.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 422'200 | 422'200 | 420'419 | 420'419 | 35'713 CHF | 39'917 CHF | 100.00% | 100.00% |
05.07.2024 | 9.90% | 0.10 CHF | 0.11 CHF | 429'100 | 429'100 | 427'305 | 427'305 | 41'064 CHF | 45'337 CHF | 100.00% | 100.00% |
04.07.2024 | 9.82% | 0.10 CHF | 0.11 CHF | 387'700 | 387'700 | 388'177 | 388'177 | 37'619 CHF | 41'501 CHF | 100.00% | 100.00% |
03.07.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 432'900 | 432'900 | 433'593 | 433'593 | 47'904 CHF | 52'240 CHF | 100.00% | 100.00% |
02.07.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 479'700 | 479'700 | 482'354 | 482'354 | 49'112 CHF | 53'935 CHF | 100.00% | 100.00% |