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 | 15.27% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 842'509 | 422'503 | 50'954 CHF | 29'783 CHF | 100.00% | 100.00% |
12.07.2024 | 15.43% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 846'254 | 424'856 | 50'604 CHF | 29'653 CHF | 99.77% | 99.77% |
11.07.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 875'971 | 442'054 | 50'939 CHF | 30'114 CHF | 100.00% | 100.00% |
10.07.2024 | 16.99% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 941'712 | 480'571 | 50'743 CHF | 30'712 CHF | 94.70% | 94.70% |
09.07.2024 | 16.91% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 938'837 | 479'580 | 50'847 CHF | 30'777 CHF | 99.66% | 99.66% |
08.07.2024 | 16.22% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 898'991 | 457'662 | 50'922 CHF | 30'488 CHF | 100.00% | 100.00% |
05.07.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 849'219 | 424'739 | 50'960 CHF | 29'735 CHF | 100.00% | 100.00% |
04.07.2024 | 15.21% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 838'439 | 421'147 | 50'939 CHF | 29'805 CHF | 100.00% | 100.00% |
03.07.2024 | 15.34% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 850'000 | 425'000 | 51'157 CHF | 29'828 CHF | 99.31% | 99.31% |
02.07.2024 | 16.23% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 898'670 | 457'447 | 50'882 CHF | 30'462 CHF | 99.61% | 99.61% |