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 | 16.75% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 921'979 | 472'683 | 50'461 CHF | 30'599 CHF | 99.40% | 99.40% |
12.07.2024 | 17.16% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 941'545 | 480'509 | 50'178 CHF | 30'428 CHF | 99.06% | 99.06% |
11.07.2024 | 15.97% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 871'265 | 442'845 | 50'222 CHF | 29'947 CHF | 98.14% | 98.14% |
10.07.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 829'395 | 418'290 | 50'574 CHF | 29'698 CHF | 95.47% | 95.47% |
09.07.2024 | 14.35% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 777'611 | 400'928 | 50'300 CHF | 29'947 CHF | 99.05% | 99.05% |
08.07.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 844'607 | 423'329 | 50'791 CHF | 29'692 CHF | 99.23% | 99.23% |
05.07.2024 | 14.19% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 764'620 | 395'521 | 50'071 CHF | 29'856 CHF | 99.39% | 99.39% |
04.07.2024 | 14.22% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 763'653 | 395'083 | 49'908 CHF | 29'771 CHF | 99.38% | 99.38% |
03.07.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 717'226 | 371'953 | 50'483 CHF | 29'900 CHF | 98.62% | 98.62% |
02.07.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 685'667 | 356'251 | 50'540 CHF | 29'824 CHF | 99.07% | 99.07% |