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 | 15.22% | 0.12 CHF | 0.14 CHF | 273'558 | 75'000 | 265'351 | 75'000 | 32'303 CHF | 10'642 CHF | 99.71% | 99.71% |
12.07.2024 | 17.57% | 0.11 CHF | 0.13 CHF | 289'829 | 75'000 | 283'638 | 75'000 | 30'061 CHF | 9'480 CHF | 99.01% | 99.01% |
11.07.2024 | 19.55% | 0.11 CHF | 0.13 CHF | 291'320 | 75'000 | 307'606 | 75'000 | 28'461 CHF | 8'446 CHF | 99.08% | 99.08% |
10.07.2024 | 18.96% | 0.10 CHF | 0.12 CHF | 311'507 | 75'000 | 310'202 | 75'000 | 29'705 CHF | 8'681 CHF | 100.00% | 100.00% |
09.07.2024 | 18.76% | 0.09 CHF | 0.11 CHF | 313'898 | 75'000 | 305'343 | 75'000 | 29'573 CHF | 8'770 CHF | 100.00% | 100.00% |
08.07.2024 | 20.00% | 0.09 CHF | 0.11 CHF | 320'862 | 75'000 | 320'862 | 75'000 | 28'878 CHF | 8'250 CHF | 100.00% | 100.00% |
05.07.2024 | 19.99% | 0.09 CHF | 0.11 CHF | 314'714 | 75'000 | 314'731 | 75'000 | 28'344 CHF | 8'254 CHF | 98.86% | 98.86% |
04.07.2024 | 18.73% | 0.09 CHF | 0.11 CHF | 314'102 | 75'000 | 305'594 | 75'000 | 29'643 CHF | 8'790 CHF | 100.00% | 100.00% |
03.07.2024 | 19.84% | 0.10 CHF | 0.12 CHF | 315'756 | 75'000 | 345'996 | 75'000 | 31'333 CHF | 8'291 CHF | 99.82% | 99.82% |
02.07.2024 | 24.12% | 0.08 CHF | 0.10 CHF | 341'986 | 75'000 | 371'369 | 75'000 | 27'157 CHF | 6'995 CHF | 100.00% | 100.00% |