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 | 9.31% | 0.11 CHF | 0.12 CHF | 880'000 | 880'000 | 388'353 | 388'353 | 41'050 CHF | 44'953 CHF | 100.00% | 100.00% |
12.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 880'000 | 880'000 | 361'442 | 361'442 | 44'673 CHF | 48'303 CHF | 99.90% | 99.90% |
11.07.2024 | 9.71% | 0.11 CHF | 0.12 CHF | 880'000 | 880'000 | 388'429 | 388'429 | 39'934 CHF | 43'836 CHF | 99.98% | 99.98% |
10.07.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 388'598 | 388'598 | 34'647 CHF | 38'551 CHF | 100.00% | 100.00% |
09.07.2024 | 12.64% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 387'920 | 387'920 | 30'016 CHF | 33'918 CHF | 100.00% | 100.00% |
08.07.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 388'220 | 388'220 | 27'799 CHF | 31'702 CHF | 100.00% | 100.00% |
05.07.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 880'000 | 880'000 | 388'542 | 388'542 | 30'565 CHF | 34'470 CHF | 99.90% | 99.90% |
04.07.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 23'813 CHF | 26'622 CHF | 100.00% | 100.00% |
03.07.2024 | 12.27% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 388'483 | 388'483 | 31'356 CHF | 35'258 CHF | 100.00% | 100.00% |
02.07.2024 | 14.38% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 389'049 | 389'049 | 25'948 CHF | 29'857 CHF | 100.00% | 100.00% |