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 | 13.27% | 0.07 CHF | 0.08 CHF | 640'000 | 640'000 | 322'771 | 322'771 | 23'490 CHF | 26'741 CHF | 98.75% | 98.75% |
12.07.2024 | 7.73% | 0.10 CHF | 0.11 CHF | 670'000 | 670'000 | 347'036 | 347'036 | 42'812 CHF | 46'300 CHF | 99.75% | 99.75% |
11.07.2024 | 12.27% | 0.08 CHF | 0.09 CHF | 640'000 | 640'000 | 315'704 | 315'704 | 24'855 CHF | 28'044 CHF | 100.00% | 100.00% |
10.07.2024 | 12.85% | 0.08 CHF | 0.09 CHF | 640'000 | 640'000 | 314'361 | 314'361 | 24'353 CHF | 27'514 CHF | 100.00% | 100.00% |
09.07.2024 | 10.52% | 0.08 CHF | 0.09 CHF | 640'000 | 640'000 | 326'749 | 326'749 | 29'831 CHF | 33'118 CHF | 99.14% | 99.14% |
08.07.2024 | 9.77% | 0.09 CHF | 0.10 CHF | 650'000 | 650'000 | 334'810 | 334'810 | 33'290 CHF | 36'659 CHF | 100.00% | 100.00% |
05.07.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 670'000 | 670'000 | 335'928 | 335'928 | 35'501 CHF | 38'873 CHF | 99.28% | 99.28% |
04.07.2024 | 8.03% | 0.11 CHF | 0.12 CHF | 340'000 | 340'000 | 271'045 | 271'045 | 32'392 CHF | 35'103 CHF | 95.27% | 95.27% |
03.07.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 680'000 | 680'000 | 336'921 | 336'921 | 43'875 CHF | 47'260 CHF | 96.23% | 96.23% |
02.07.2024 | 4.33% | 0.16 CHF | 0.17 CHF | 730'000 | 730'000 | 361'173 | 361'173 | 81'080 CHF | 84'718 CHF | 99.17% | 99.17% |