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 | 14.58% | 0.07 CHF | 0.08 CHF | 370'000 | 370'000 | 119'849 | 119'849 | 7'904 CHF | 9'108 CHF | 98.86% | 98.86% |
12.07.2024 | 13.87% | 0.07 CHF | 0.08 CHF | 370'000 | 370'000 | 118'852 | 118'852 | 8'254 CHF | 9'448 CHF | 100.00% | 100.00% |
11.07.2024 | 10.99% | 0.08 CHF | 0.09 CHF | 360'000 | 360'000 | 116'202 | 116'202 | 10'431 CHF | 11'608 CHF | 99.97% | 99.97% |
10.07.2024 | 10.34% | 0.08 CHF | 0.09 CHF | 360'000 | 360'000 | 117'264 | 117'264 | 10'824 CHF | 12'002 CHF | 99.90% | 99.90% |
09.07.2024 | 10.14% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 115'003 | 115'003 | 11'886 CHF | 13'043 CHF | 99.98% | 99.98% |
08.07.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 360'000 | 360'000 | 117'097 | 117'097 | 11'193 CHF | 12'371 CHF | 99.98% | 99.98% |
05.07.2024 | 10.01% | 0.10 CHF | 0.11 CHF | 360'000 | 360'000 | 117'431 | 117'431 | 11'250 CHF | 12'428 CHF | 99.71% | 99.71% |
04.07.2024 | 9.90% | 0.09 CHF | 0.10 CHF | 80'000 | 80'000 | 58'816 | 58'816 | 5'602 CHF | 6'190 CHF | 94.02% | 94.02% |
03.07.2024 | 9.11% | 0.10 CHF | 0.11 CHF | 360'000 | 360'000 | 112'892 | 112'892 | 11'914 CHF | 13'049 CHF | 99.52% | 99.52% |
02.07.2024 | 10.60% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 114'840 | 114'840 | 11'247 CHF | 12'401 CHF | 99.98% | 99.98% |