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 | 7.08% | 0.07 CHF | 0.07 CHF | 508'100 | 508'100 | 474'768 | 474'768 | 32'354 CHF | 34'728 CHF | 100.00% | 100.00% |
12.07.2024 | 6.49% | 0.08 CHF | 0.08 CHF | 465'400 | 465'400 | 379'873 | 379'873 | 28'351 CHF | 30'251 CHF | 100.00% | 100.00% |
11.07.2024 | 5.31% | 0.10 CHF | 0.11 CHF | 353'700 | 353'700 | 361'627 | 361'627 | 33'335 CHF | 35'143 CHF | 71.56% | 71.56% |
10.07.2024 | 5.44% | 0.09 CHF | 0.09 CHF | 365'700 | 365'700 | 349'459 | 349'459 | 31'339 CHF | 33'087 CHF | 99.38% | 99.38% |
09.07.2024 | 4.56% | 0.08 CHF | 0.09 CHF | 344'600 | 344'600 | 325'601 | 325'601 | 35'036 CHF | 36'665 CHF | 100.00% | 100.00% |
08.07.2024 | 4.59% | 0.12 CHF | 0.12 CHF | 320'200 | 320'200 | 297'543 | 297'543 | 31'856 CHF | 33'343 CHF | 100.00% | 100.00% |
05.07.2024 | 3.88% | 0.13 CHF | 0.13 CHF | 290'300 | 290'300 | 291'519 | 291'519 | 36'955 CHF | 38'413 CHF | 100.00% | 100.00% |
04.07.2024 | 4.08% | 0.12 CHF | 0.13 CHF | 291'900 | 291'900 | 264'357 | 264'357 | 31'766 CHF | 33'088 CHF | 100.00% | 100.00% |
03.07.2024 | 3.58% | 0.14 CHF | 0.15 CHF | 255'700 | 255'700 | 305'722 | 305'722 | 41'952 CHF | 43'480 CHF | 100.00% | 100.00% |
02.07.2024 | 4.93% | 0.12 CHF | 0.13 CHF | 318'900 | 318'900 | 348'922 | 348'922 | 34'663 CHF | 36'408 CHF | 99.97% | 99.97% |