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 | 12.80% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 692'601 | 358'632 | 50'660 CHF | 29'819 CHF | 100.00% | 100.00% |
12.07.2024 | 13.69% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 732'655 | 378'391 | 49'820 CHF | 29'528 CHF | 98.44% | 98.44% |
11.07.2024 | 15.63% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 864'782 | 440'133 | 50'993 CHF | 30'353 CHF | 99.36% | 99.36% |
10.07.2024 | 18.44% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 988'998 | 428'449 | 48'842 CHF | 25'728 CHF | 99.76% | 99.76% |
09.07.2024 | 15.05% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 825'494 | 422'515 | 50'701 CHF | 30'187 CHF | 100.00% | 100.00% |
08.07.2024 | 14.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 768'208 | 397'285 | 49'974 CHF | 29'824 CHF | 98.97% | 98.97% |
05.07.2024 | 10.89% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 589'829 | 341'280 | 51'213 CHF | 33'466 CHF | 100.00% | 100.00% |
04.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 671'523 | 349'042 | 50'389 CHF | 29'682 CHF | 98.17% | 98.17% |
03.07.2024 | 13.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 730'768 | 377'856 | 50'711 CHF | 30'001 CHF | 100.00% | 100.00% |
02.07.2024 | 15.65% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 860'103 | 434'504 | 50'660 CHF | 29'946 CHF | 100.00% | 100.00% |