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 | 4.39% | 0.12 CHF | 0.12 CHF | 273'500 | 273'500 | 296'371 | 296'371 | 33'066 CHF | 34'548 CHF | 100.00% | 100.00% |
12.07.2024 | 4.70% | 0.10 CHF | 0.11 CHF | 302'800 | 302'800 | 374'315 | 374'315 | 38'951 CHF | 40'823 CHF | 100.00% | 100.00% |
11.07.2024 | 5.51% | 0.08 CHF | 0.09 CHF | 396'200 | 396'200 | 384'771 | 384'771 | 34'130 CHF | 36'054 CHF | 71.56% | 71.56% |
10.07.2024 | 5.30% | 0.10 CHF | 0.10 CHF | 378'900 | 378'900 | 400'298 | 400'298 | 36'800 CHF | 38'801 CHF | 99.38% | 99.38% |
09.07.2024 | 6.29% | 0.10 CHF | 0.11 CHF | 406'700 | 406'700 | 434'460 | 434'460 | 33'561 CHF | 35'736 CHF | 100.00% | 100.00% |
08.07.2024 | 6.30% | 0.07 CHF | 0.08 CHF | 443'700 | 443'700 | 483'786 | 483'786 | 37'404 CHF | 39'823 CHF | 100.00% | 100.00% |
05.07.2024 | 7.27% | 0.07 CHF | 0.07 CHF | 496'600 | 496'600 | 493'704 | 493'704 | 32'831 CHF | 35'299 CHF | 100.00% | 100.00% |
04.07.2024 | 6.86% | 0.07 CHF | 0.08 CHF | 492'800 | 492'800 | 552'528 | 552'528 | 38'918 CHF | 41'680 CHF | 100.00% | 100.00% |
03.07.2024 | 7.39% | 0.06 CHF | 0.07 CHF | 571'300 | 571'300 | 427'486 | 427'486 | 27'751 CHF | 29'888 CHF | 100.00% | 100.00% |
02.07.2024 | 5.01% | 0.08 CHF | 0.09 CHF | 389'600 | 389'600 | 342'369 | 342'369 | 33'442 CHF | 35'153 CHF | 99.97% | 99.97% |