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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 9.21% | 0.11 CHF | 0.12 CHF | 651'000 | 651'000 | 648'245 | 648'245 | 67'220 CHF | 73'702 CHF | 100.00% | 100.00% |
11.07.2024 | 10.21% | 0.10 CHF | 0.11 CHF | 725'600 | 725'600 | 734'523 | 734'523 | 68'373 CHF | 75'718 CHF | 100.00% | 100.00% |
10.07.2024 | 12.23% | 0.09 CHF | 0.10 CHF | 841'900 | 841'900 | 855'898 | 855'898 | 66'223 CHF | 74'782 CHF | 100.00% | 100.00% |
09.07.2024 | 12.98% | 0.07 CHF | 0.08 CHF | 911'000 | 911'000 | 902'383 | 902'383 | 65'088 CHF | 74'111 CHF | 100.00% | 100.00% |
08.07.2024 | 12.87% | 0.07 CHF | 0.08 CHF | 866'300 | 866'300 | 862'377 | 862'377 | 62'775 CHF | 71'399 CHF | 100.00% | 100.00% |
05.07.2024 | 12.04% | 0.07 CHF | 0.08 CHF | 833'700 | 833'700 | 818'683 | 818'683 | 64'038 CHF | 72'225 CHF | 99.81% | 99.81% |
04.07.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 800'700 | 800'700 | 799'926 | 799'926 | 61'083 CHF | 69'083 CHF | 99.49% | 99.49% |
03.07.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 826'600 | 826'600 | 823'170 | 823'170 | 66'959 CHF | 75'191 CHF | 99.36% | 99.36% |
02.07.2024 | 13.07% | 0.08 CHF | 0.09 CHF | 765'300 | 765'300 | 761'873 | 761'873 | 54'563 CHF | 62'181 CHF | 99.99% | 99.99% |
01.07.2024 | 10.88% | 0.09 CHF | 0.10 CHF | 795'300 | 795'300 | 790'583 | 790'583 | 68'753 CHF | 76'659 CHF | 100.00% | 100.00% |