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 | 14.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 787'469 | 403'794 | 50'478 CHF | 29'938 CHF | 99.38% | 99.38% |
12.07.2024 | 14.41% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 780'146 | 401'968 | 50'230 CHF | 29'906 CHF | 99.09% | 99.09% |
11.07.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 840'749 | 422'894 | 50'384 CHF | 29'567 CHF | 97.92% | 97.92% |
10.07.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 865'296 | 437'054 | 50'709 CHF | 29'974 CHF | 95.49% | 95.49% |
09.07.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 918'050 | 472'155 | 50'619 CHF | 30'755 CHF | 99.05% | 99.05% |
08.07.2024 | 15.26% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 836'244 | 420'592 | 50'629 CHF | 29'674 CHF | 99.24% | 99.24% |
05.07.2024 | 14.30% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 773'296 | 398'880 | 50'214 CHF | 29'897 CHF | 99.39% | 99.39% |
04.07.2024 | 14.64% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 795'273 | 406'975 | 50'362 CHF | 29'852 CHF | 99.39% | 99.39% |
03.07.2024 | 14.41% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 778'969 | 401'741 | 50'173 CHF | 29'898 CHF | 98.64% | 98.64% |
02.07.2024 | 16.53% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 909'588 | 466'967 | 50'493 CHF | 30'587 CHF | 99.07% | 99.07% |