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 | 10.94% | 0.19 CHF | 0.21 CHF | 227'822 | 75'000 | 165'992 | 62'281 | 30'728 CHF | 12'682 CHF | 98.41% | 98.41% |
12.07.2024 | 9.81% | 0.19 CHF | 0.21 CHF | 225'056 | 75'000 | 229'440 | 75'000 | 42'769 CHF | 15'432 CHF | 99.38% | 99.38% |
11.07.2024 | 9.88% | 0.18 CHF | 0.20 CHF | 237'603 | 75'000 | 255'342 | 75'000 | 40'596 CHF | 13'206 CHF | 99.15% | 99.15% |
10.07.2024 | 11.59% | 0.14 CHF | 0.16 CHF | 271'536 | 75'000 | 275'051 | 75'000 | 38'781 CHF | 11'878 CHF | 100.00% | 100.00% |
09.07.2024 | 12.58% | 0.13 CHF | 0.15 CHF | 285'707 | 75'000 | 276'072 | 75'000 | 38'666 CHF | 11'917 CHF | 100.00% | 100.00% |
08.07.2024 | 10.02% | 0.14 CHF | 0.16 CHF | 271'485 | 75'000 | 269'666 | 75'000 | 39'952 CHF | 12'287 CHF | 100.00% | 100.00% |
05.07.2024 | 11.30% | 0.14 CHF | 0.16 CHF | 272'462 | 75'000 | 269'246 | 75'000 | 40'750 CHF | 12'719 CHF | 99.62% | 99.62% |
04.07.2024 | 10.88% | 0.15 CHF | 0.17 CHF | 263'302 | 75'000 | 260'973 | 75'000 | 41'370 CHF | 13'258 CHF | 100.00% | 100.00% |
03.07.2024 | 9.42% | 0.16 CHF | 0.17 CHF | 269'949 | 75'000 | 268'975 | 75'000 | 42'200 CHF | 12'934 CHF | 99.73% | 99.73% |
02.07.2024 | 10.30% | 0.16 CHF | 0.18 CHF | 268'100 | 75'000 | 280'773 | 75'000 | 41'700 CHF | 12'407 CHF | 100.00% | 100.00% |