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 | 16.34% | 0.12 CHF | 0.14 CHF | 206'940 | 75'000 | 207'089 | 75'000 | 23'657 CHF | 10'121 CHF | 99.72% | 99.72% |
12.07.2024 | 19.22% | 0.10 CHF | 0.12 CHF | 237'517 | 75'000 | 224'488 | 75'000 | 21'940 CHF | 8'897 CHF | 99.01% | 99.01% |
11.07.2024 | 21.64% | 0.11 CHF | 0.13 CHF | 226'064 | 75'000 | 254'309 | 75'000 | 21'033 CHF | 7'713 CHF | 99.08% | 99.08% |
10.07.2024 | 20.93% | 0.09 CHF | 0.11 CHF | 258'447 | 75'000 | 257'765 | 75'000 | 22'123 CHF | 7'937 CHF | 100.00% | 100.00% |
09.07.2024 | 20.55% | 0.08 CHF | 0.11 CHF | 258'688 | 75'000 | 249'419 | 75'000 | 21'917 CHF | 8'104 CHF | 100.00% | 100.00% |
08.07.2024 | 21.47% | 0.08 CHF | 0.10 CHF | 261'535 | 75'000 | 262'459 | 75'000 | 21'888 CHF | 7'755 CHF | 100.00% | 100.00% |
05.07.2024 | 21.47% | 0.08 CHF | 0.10 CHF | 263'334 | 75'000 | 264'740 | 75'000 | 22'083 CHF | 7'755 CHF | 98.86% | 98.86% |
04.07.2024 | 20.63% | 0.09 CHF | 0.11 CHF | 265'897 | 75'000 | 251'431 | 75'000 | 21'960 CHF | 8'055 CHF | 100.00% | 100.00% |
03.07.2024 | 24.69% | 0.08 CHF | 0.10 CHF | 288'563 | 75'000 | 302'739 | 75'000 | 21'518 CHF | 6'835 CHF | 99.82% | 99.82% |
02.07.2024 | 28.14% | 0.07 CHF | 0.09 CHF | 315'015 | 75'000 | 337'715 | 75'000 | 20'575 CHF | 6'070 CHF | 100.00% | 100.00% |