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 | 13.72% | 0.07 CHF | 0.08 CHF | 711'000 | 711'000 | 711'834 | 711'834 | 48'491 CHF | 55'609 CHF | 100.00% | 100.00% |
12.07.2024 | 10.32% | 0.10 CHF | 0.11 CHF | 746'800 | 746'800 | 746'800 | 746'800 | 68'691 CHF | 76'159 CHF | 100.00% | 100.00% |
11.07.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 820'500 | 820'500 | 825'232 | 825'232 | 72'650 CHF | 80'902 CHF | 99.83% | 99.83% |
10.07.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 896'600 | 896'600 | 896'600 | 896'600 | 66'160 CHF | 75'126 CHF | 100.00% | 100.00% |
09.07.2024 | 12.25% | 0.07 CHF | 0.08 CHF | 889'500 | 889'500 | 888'507 | 888'507 | 68'340 CHF | 77'235 CHF | 99.73% | 99.73% |
08.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 818'700 | 818'700 | 818'700 | 818'700 | 63'399 CHF | 71'586 CHF | 100.00% | 100.00% |
05.07.2024 | 10.84% | 0.08 CHF | 0.09 CHF | 787'700 | 787'700 | 772'344 | 772'344 | 67'490 CHF | 75'214 CHF | 99.81% | 99.81% |
04.07.2024 | 10.95% | 0.09 CHF | 0.10 CHF | 773'700 | 773'700 | 766'382 | 766'382 | 66'200 CHF | 73'864 CHF | 100.00% | 100.00% |
03.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 765'700 | 765'700 | 749'685 | 749'685 | 67'153 CHF | 74'650 CHF | 100.00% | 100.00% |
02.07.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 764'500 | 764'500 | 770'694 | 770'694 | 68'062 CHF | 75'769 CHF | 100.00% | 100.00% |