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 | 17.55% | 0.12 CHF | 0.14 CHF | 323'241 | 75'000 | 232'251 | 62'202 | 26'853 CHF | 8'360 CHF | 98.73% | 98.73% |
12.07.2024 | 14.73% | 0.12 CHF | 0.14 CHF | 321'011 | 75'000 | 328'037 | 75'000 | 38'563 CHF | 10'237 CHF | 99.38% | 99.38% |
11.07.2024 | 15.16% | 0.11 CHF | 0.13 CHF | 340'489 | 75'000 | 380'102 | 75'000 | 37'965 CHF | 8'755 CHF | 99.16% | 99.16% |
10.07.2024 | 14.05% | 0.09 CHF | 0.11 CHF | 402'879 | 75'000 | 409'212 | 75'000 | 36'807 CHF | 7'774 CHF | 100.00% | 100.00% |
09.07.2024 | 14.31% | 0.08 CHF | 0.10 CHF | 419'339 | 75'000 | 416'318 | 75'000 | 37'346 CHF | 7'773 CHF | 100.00% | 100.00% |
08.07.2024 | 19.28% | 0.09 CHF | 0.10 CHF | 409'175 | 75'000 | 394'525 | 74'961 | 35'507 CHF | 8'188 CHF | 100.00% | 100.00% |
05.07.2024 | 18.42% | 0.09 CHF | 0.11 CHF | 391'695 | 75'000 | 389'184 | 75'000 | 36'235 CHF | 8'397 CHF | 99.62% | 99.62% |
04.07.2024 | 15.36% | 0.10 CHF | 0.11 CHF | 385'745 | 75'000 | 381'657 | 75'000 | 38'314 CHF | 8'788 CHF | 100.00% | 100.00% |
03.07.2024 | 15.48% | 0.10 CHF | 0.12 CHF | 392'966 | 75'000 | 390'122 | 75'000 | 38'593 CHF | 8'670 CHF | 99.73% | 99.73% |
02.07.2024 | 17.85% | 0.10 CHF | 0.12 CHF | 393'055 | 75'000 | 413'122 | 75'000 | 38'011 CHF | 8'304 CHF | 100.00% | 100.00% |