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 | 12.41% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 668'969 | 346'985 | 50'569 CHF | 29'700 CHF | 100.00% | 100.00% |
12.07.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 672'237 | 349'795 | 50'299 CHF | 29'671 CHF | 99.76% | 99.76% |
11.07.2024 | 12.83% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 693'868 | 359'434 | 50'612 CHF | 29'814 CHF | 100.00% | 100.00% |
10.07.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 740'534 | 382'767 | 50'645 CHF | 30'006 CHF | 94.69% | 94.69% |
09.07.2024 | 13.76% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 747'280 | 386'140 | 50'581 CHF | 29'999 CHF | 99.67% | 99.67% |
08.07.2024 | 13.10% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 711'314 | 368'157 | 50'754 CHF | 29'952 CHF | 100.00% | 100.00% |
05.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'000 | 350'000 | 50'625 CHF | 29'750 CHF | 100.00% | 100.00% |
04.07.2024 | 12.43% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 669'895 | 347'447 | 50'554 CHF | 29'695 CHF | 100.00% | 100.00% |
03.07.2024 | 12.47% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'000 | 350'000 | 50'749 CHF | 29'815 CHF | 99.31% | 99.31% |
02.07.2024 | 13.12% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 714'546 | 369'773 | 50'886 CHF | 30'032 CHF | 99.61% | 99.61% |