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 | 14.25% | 0.07 CHF | 0.08 CHF | 380'000 | 380'000 | 377'745 | 377'745 | 25'072 CHF | 28'853 CHF | 99.78% | 99.78% |
12.07.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 380'000 | 380'000 | 380'661 | 380'661 | 26'410 CHF | 30'221 CHF | 100.00% | 100.00% |
11.07.2024 | 14.43% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 386'079 | 386'079 | 25'312 CHF | 29'177 CHF | 100.00% | 100.00% |
10.07.2024 | 15.89% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 391'589 | 391'589 | 23'228 CHF | 27'148 CHF | 100.00% | 100.00% |
09.07.2024 | 14.95% | 0.06 CHF | 0.07 CHF | 390'000 | 390'000 | 385'950 | 385'950 | 24'436 CHF | 28'308 CHF | 100.00% | 100.00% |
08.07.2024 | 14.37% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 385'429 | 385'429 | 25'442 CHF | 29'307 CHF | 100.00% | 100.00% |
05.07.2024 | 13.00% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 385'171 | 385'171 | 28'281 CHF | 32'137 CHF | 99.81% | 99.81% |
04.07.2024 | 13.09% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 385'727 | 385'727 | 28'071 CHF | 31'933 CHF | 99.49% | 99.49% |
03.07.2024 | 13.84% | 0.07 CHF | 0.08 CHF | 390'000 | 390'000 | 386'051 | 386'051 | 26'453 CHF | 30'317 CHF | 99.35% | 99.35% |
02.07.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 400'000 | 400'000 | 395'974 | 395'974 | 23'654 CHF | 27'618 CHF | 100.00% | 100.00% |