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 | 12.49% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 675'816 | 350'408 | 50'743 CHF | 29'815 CHF | 100.00% | 100.00% |
12.07.2024 | 12.75% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 685'710 | 356'505 | 50'319 CHF | 29'736 CHF | 99.69% | 99.69% |
11.07.2024 | 11.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 630'420 | 328'887 | 49'844 CHF | 29'294 CHF | 98.66% | 98.66% |
10.07.2024 | 12.62% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 682'404 | 353'702 | 50'689 CHF | 29'810 CHF | 96.09% | 96.09% |
09.07.2024 | 12.85% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 695'210 | 360'105 | 50'629 CHF | 29'827 CHF | 99.67% | 99.67% |
08.07.2024 | 12.11% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 648'441 | 336'492 | 50'319 CHF | 29'477 CHF | 99.85% | 99.85% |
05.07.2024 | 11.17% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 602'497 | 302'497 | 50'947 CHF | 28'600 CHF | 100.00% | 100.00% |
04.07.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 592'711 | 300'000 | 51'278 CHF | 28'966 CHF | 100.00% | 100.00% |
03.07.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 596'073 | 300'000 | 51'128 CHF | 28'738 CHF | 99.24% | 99.24% |
02.07.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 618'133 | 318'133 | 50'397 CHF | 29'110 CHF | 99.68% | 99.68% |