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 | 9.55% | 0.20 CHF | 0.22 CHF | 195'670 | 75'000 | 190'177 | 75'000 | 38'181 CHF | 16'593 CHF | 99.72% | 99.72% |
12.07.2024 | 10.76% | 0.19 CHF | 0.21 CHF | 202'083 | 75'000 | 204'102 | 75'000 | 36'574 CHF | 14'973 CHF | 99.01% | 99.01% |
11.07.2024 | 11.59% | 0.19 CHF | 0.21 CHF | 202'267 | 75'000 | 218'837 | 75'000 | 35'597 CHF | 13'707 CHF | 99.09% | 99.09% |
10.07.2024 | 11.48% | 0.16 CHF | 0.18 CHF | 221'287 | 75'000 | 220'391 | 75'000 | 36'244 CHF | 13'832 CHF | 100.00% | 100.00% |
09.07.2024 | 11.42% | 0.16 CHF | 0.18 CHF | 218'937 | 75'000 | 217'531 | 75'000 | 35'987 CHF | 13'913 CHF | 100.00% | 100.00% |
08.07.2024 | 11.90% | 0.16 CHF | 0.18 CHF | 232'025 | 75'000 | 226'581 | 75'000 | 35'840 CHF | 13'364 CHF | 100.00% | 100.00% |
05.07.2024 | 11.87% | 0.16 CHF | 0.18 CHF | 232'623 | 75'000 | 233'354 | 75'000 | 37'023 CHF | 13'397 CHF | 98.86% | 98.86% |
04.07.2024 | 11.33% | 0.16 CHF | 0.18 CHF | 223'844 | 75'000 | 216'834 | 75'000 | 36'167 CHF | 14'015 CHF | 100.00% | 100.00% |
03.07.2024 | 12.42% | 0.16 CHF | 0.18 CHF | 239'117 | 75'000 | 244'884 | 75'000 | 37'003 CHF | 12'835 CHF | 99.82% | 99.82% |
02.07.2024 | 13.74% | 0.15 CHF | 0.17 CHF | 247'385 | 75'000 | 256'654 | 75'000 | 34'302 CHF | 11'510 CHF | 100.00% | 100.00% |