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 | 10.37% | 0.08 CHF | 0.09 CHF | 358'548 | 25'000 | 335'660 | 25'000 | 30'767 CHF | 2'545 CHF | 97.00% | 97.00% |
12.07.2024 | 10.87% | 0.09 CHF | 0.10 CHF | 325'942 | 25'000 | 362'329 | 25'000 | 31'703 CHF | 2'447 CHF | 98.29% | 98.29% |
11.07.2024 | 10.03% | 0.11 CHF | 0.12 CHF | 324'172 | 25'000 | 353'779 | 25'000 | 33'627 CHF | 2'637 CHF | 99.07% | 99.07% |
10.07.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 372'220 | 25'000 | 367'893 | 25'000 | 32'520 CHF | 2'460 CHF | 93.92% | 93.92% |
09.07.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 331'146 | 25'000 | 332'560 | 25'000 | 35'584 CHF | 2'927 CHF | 92.36% | 92.36% |
08.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 404'008 | 25'000 | 381'791 | 25'000 | 28'699 CHF | 2'136 CHF | 100.00% | 100.00% |
05.07.2024 | 8.57% | 0.09 CHF | 0.10 CHF | 337'402 | 25'000 | 311'564 | 25'000 | 35'497 CHF | 3'132 CHF | 89.11% | 89.11% |
04.07.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 339'320 | 25'000 | 337'676 | 25'000 | 32'654 CHF | 2'669 CHF | 100.00% | 100.00% |
03.07.2024 | 11.43% | 0.09 CHF | 0.10 CHF | 332'570 | 25'000 | 362'670 | 25'000 | 29'936 CHF | 2'317 CHF | 99.42% | 99.42% |
02.07.2024 | 9.97% | 0.10 CHF | 0.11 CHF | 334'714 | 25'000 | 349'978 | 25'000 | 33'844 CHF | 2'677 CHF | 93.45% | 93.45% |