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 | 25.52% | 0.09 CHF | 0.11 CHF | 386'662 | 25'000 | 360'742 | 25'000 | 34'254 CHF | 3'075 CHF | 98.73% | 98.73% |
12.07.2024 | 27.94% | 0.09 CHF | 0.12 CHF | 394'549 | 25'000 | 406'480 | 25'000 | 34'724 CHF | 2'833 CHF | 99.38% | 99.38% |
11.07.2024 | 27.62% | 0.09 CHF | 0.12 CHF | 369'455 | 25'000 | 391'282 | 25'000 | 34'946 CHF | 2'950 CHF | 99.15% | 99.15% |
10.07.2024 | 29.77% | 0.08 CHF | 0.11 CHF | 410'674 | 25'000 | 409'746 | 25'000 | 33'417 CHF | 2'750 CHF | 100.00% | 100.00% |
09.07.2024 | 26.62% | 0.08 CHF | 0.11 CHF | 406'605 | 25'000 | 386'997 | 25'000 | 34'552 CHF | 2'920 CHF | 100.00% | 100.00% |
08.07.2024 | 26.23% | 0.09 CHF | 0.12 CHF | 393'307 | 25'000 | 374'947 | 25'000 | 35'021 CHF | 3'042 CHF | 100.00% | 100.00% |
05.07.2024 | 25.15% | 0.10 CHF | 0.13 CHF | 343'602 | 25'000 | 348'434 | 25'000 | 35'429 CHF | 3'273 CHF | 99.62% | 99.62% |
04.07.2024 | 21.40% | 0.11 CHF | 0.14 CHF | 328'585 | 25'000 | 313'932 | 25'000 | 37'143 CHF | 3'677 CHF | 100.00% | 100.00% |
03.07.2024 | 20.00% | 0.13 CHF | 0.15 CHF | 307'595 | 25'000 | 332'210 | 25'000 | 38'028 CHF | 3'520 CHF | 96.53% | 96.53% |
02.07.2024 | 35.08% | 0.07 CHF | 0.10 CHF | 449'585 | 25'000 | 443'404 | 25'000 | 31'221 CHF | 2'509 CHF | 100.00% | 100.00% |