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 | 11.64% | 0.08 CHF | 0.09 CHF | 880'000 | 880'000 | 388'351 | 388'351 | 32'396 CHF | 36'299 CHF | 100.00% | 100.00% |
12.07.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 880'000 | 880'000 | 361'416 | 361'416 | 35'658 CHF | 39'288 CHF | 99.89% | 99.89% |
11.07.2024 | 12.11% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 388'460 | 388'460 | 31'628 CHF | 35'530 CHF | 99.99% | 99.99% |
10.07.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 388'595 | 388'595 | 27'307 CHF | 31'211 CHF | 100.00% | 100.00% |
09.07.2024 | 15.87% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 387'950 | 387'950 | 23'420 CHF | 27'323 CHF | 100.00% | 100.00% |
08.07.2024 | 16.96% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 388'220 | 388'220 | 21'419 CHF | 25'322 CHF | 100.00% | 100.00% |
05.07.2024 | 15.32% | 0.06 CHF | 0.07 CHF | 880'000 | 880'000 | 388'541 | 388'541 | 23'568 CHF | 27'473 CHF | 99.90% | 99.90% |
04.07.2024 | 14.17% | 0.06 CHF | 0.07 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 18'420 CHF | 21'229 CHF | 100.00% | 100.00% |
03.07.2024 | 15.53% | 0.07 CHF | 0.08 CHF | 880'000 | 880'000 | 388'540 | 388'540 | 24'372 CHF | 28'275 CHF | 100.00% | 100.00% |
02.07.2024 | 18.26% | 0.05 CHF | 0.06 CHF | 880'000 | 880'000 | 389'043 | 389'043 | 19'991 CHF | 23'899 CHF | 100.00% | 100.00% |