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 | 15.06% | 0.07 CHF | 0.08 CHF | 310'000 | 310'000 | 139'791 | 139'791 | 10'214 CHF | 11'789 CHF | 99.94% | 99.94% |
12.07.2024 | 13.89% | 0.07 CHF | 0.08 CHF | 310'000 | 310'000 | 137'400 | 137'400 | 11'030 CHF | 12'581 CHF | 99.85% | 99.85% |
11.07.2024 | 13.00% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 135'405 | 135'405 | 12'534 CHF | 14'099 CHF | 99.82% | 99.82% |
10.07.2024 | 12.65% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 135'371 | 135'371 | 12'488 CHF | 14'019 CHF | 100.00% | 100.00% |
09.07.2024 | 12.14% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 135'202 | 135'202 | 14'423 CHF | 16'097 CHF | 99.73% | 99.73% |
08.07.2024 | 12.31% | 0.14 CHF | 0.15 CHF | 290'000 | 290'000 | 133'386 | 133'386 | 15'774 CHF | 17'428 CHF | 99.78% | 99.78% |
05.07.2024 | 12.91% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 135'612 | 135'612 | 12'975 CHF | 14'592 CHF | 99.69% | 99.69% |
04.07.2024 | 12.13% | 0.10 CHF | 0.11 CHF | 120'000 | 120'000 | 98'724 | 98'724 | 10'028 CHF | 11'271 CHF | 99.95% | 99.95% |
03.07.2024 | 12.27% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 135'266 | 135'266 | 13'861 CHF | 15'533 CHF | 99.74% | 99.74% |
02.07.2024 | 11.77% | 0.12 CHF | 0.13 CHF | 300'000 | 300'000 | 134'432 | 134'432 | 15'879 CHF | 17'572 CHF | 99.99% | 99.99% |