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 | 14.47% | 0.15 CHF | 0.17 CHF | 307'118 | 75'000 | 222'749 | 62'281 | 32'105 CHF | 10'160 CHF | 98.41% | 98.41% |
12.07.2024 | 11.72% | 0.15 CHF | 0.17 CHF | 314'109 | 75'000 | 319'951 | 75'000 | 46'868 CHF | 12'369 CHF | 99.38% | 99.38% |
11.07.2024 | 11.84% | 0.14 CHF | 0.16 CHF | 320'176 | 75'000 | 355'359 | 75'000 | 44'965 CHF | 10'728 CHF | 99.16% | 99.16% |
10.07.2024 | 13.59% | 0.12 CHF | 0.13 CHF | 378'713 | 75'000 | 378'387 | 75'000 | 42'976 CHF | 9'752 CHF | 100.00% | 100.00% |
09.07.2024 | 14.07% | 0.11 CHF | 0.12 CHF | 394'788 | 75'000 | 380'551 | 75'000 | 42'942 CHF | 9'738 CHF | 100.00% | 100.00% |
08.07.2024 | 11.85% | 0.11 CHF | 0.13 CHF | 381'991 | 75'000 | 373'377 | 75'000 | 44'424 CHF | 10'053 CHF | 100.00% | 100.00% |
05.07.2024 | 12.82% | 0.12 CHF | 0.13 CHF | 372'313 | 75'000 | 370'973 | 75'000 | 45'189 CHF | 10'394 CHF | 99.62% | 99.62% |
04.07.2024 | 9.41% | 0.12 CHF | 0.14 CHF | 361'529 | 75'000 | 352'794 | 75'000 | 49'045 CHF | 11'460 CHF | 34.27% | 34.27% |
03.07.2024 | 11.90% | 0.14 CHF | 0.15 CHF | 370'598 | 75'000 | 360'890 | 75'000 | 48'033 CHF | 11'244 CHF | 56.61% | 56.61% |
02.07.2024 | 13.64% | 0.14 CHF | 0.15 CHF | 360'940 | 75'000 | 389'583 | 75'000 | 47'344 CHF | 10'467 CHF | 54.29% | 54.29% |