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 | 8.97% | 0.10 CHF | 0.11 CHF | 285'000 | 285'000 | 283'702 | 283'702 | 30'240 CHF | 33'077 CHF | 99.94% | 99.94% |
12.07.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 280'000 | 280'000 | 278'814 | 278'814 | 36'340 CHF | 39'128 CHF | 100.00% | 100.00% |
11.07.2024 | 8.89% | 0.13 CHF | 0.14 CHF | 280'000 | 280'000 | 283'290 | 283'290 | 30'589 CHF | 33'424 CHF | 99.92% | 99.92% |
10.07.2024 | 14.03% | 0.10 CHF | 0.11 CHF | 285'000 | 285'000 | 289'762 | 289'762 | 20'412 CHF | 23'310 CHF | 99.90% | 99.90% |
09.07.2024 | 15.75% | 0.06 CHF | 0.07 CHF | 295'000 | 295'000 | 292'207 | 292'207 | 17'251 CHF | 20'173 CHF | 100.00% | 100.00% |
08.07.2024 | 15.84% | 0.05 CHF | 0.06 CHF | 295'000 | 295'000 | 293'665 | 293'665 | 17'151 CHF | 20'088 CHF | 100.00% | 100.00% |
05.07.2024 | 12.95% | 0.06 CHF | 0.07 CHF | 295'000 | 295'000 | 289'679 | 289'679 | 21'163 CHF | 24'060 CHF | 99.80% | 99.80% |
04.07.2024 | 13.67% | 0.07 CHF | 0.08 CHF | 290'000 | 290'000 | 289'725 | 289'725 | 19'885 CHF | 22'782 CHF | 99.49% | 99.49% |
03.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 290'000 | 290'000 | 288'779 | 288'779 | 23'227 CHF | 26'115 CHF | 97.96% | 97.96% |
02.07.2024 | 15.83% | 0.07 CHF | 0.08 CHF | 295'000 | 295'000 | 293'677 | 293'677 | 17'177 CHF | 20'114 CHF | 99.99% | 99.99% |