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 | 16.05% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 887'090 | 452'014 | 50'846 CHF | 30'418 CHF | 99.39% | 99.39% |
12.07.2024 | 14.52% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 788'472 | 406'699 | 50'336 CHF | 30'039 CHF | 99.08% | 99.08% |
11.07.2024 | 14.18% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 759'722 | 394'400 | 49'807 CHF | 29'801 CHF | 97.89% | 97.89% |
10.07.2024 | 13.60% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 733'005 | 379'950 | 50'251 CHF | 29'849 CHF | 95.49% | 95.49% |
09.07.2024 | 13.99% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 756'708 | 391'768 | 50'344 CHF | 29'982 CHF | 99.06% | 99.06% |
08.07.2024 | 15.03% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 820'801 | 415'720 | 50'509 CHF | 29'753 CHF | 99.24% | 99.24% |
05.07.2024 | 14.54% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 783'421 | 402'908 | 49'967 CHF | 29'736 CHF | 99.39% | 99.39% |
04.07.2024 | 13.51% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 727'610 | 377'300 | 50'224 CHF | 29'818 CHF | 99.39% | 99.39% |
03.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 722'507 | 374'847 | 50'463 CHF | 29'930 CHF | 98.62% | 98.62% |
02.07.2024 | 12.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 678'619 | 352'939 | 50'242 CHF | 29'661 CHF | 99.04% | 99.04% |