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 | 12.54% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 676'051 | 350'525 | 50'523 CHF | 29'701 CHF | 99.39% | 99.39% |
12.07.2024 | 12.70% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 687'155 | 356'078 | 50'685 CHF | 29'826 CHF | 99.08% | 99.08% |
11.07.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 718'888 | 374'109 | 50'161 CHF | 29'845 CHF | 97.73% | 97.73% |
10.07.2024 | 14.17% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 767'663 | 397'158 | 50'366 CHF | 30'029 CHF | 95.50% | 95.50% |
09.07.2024 | 14.62% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 789'765 | 404'825 | 50'071 CHF | 29'729 CHF | 99.06% | 99.06% |
08.07.2024 | 13.39% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 723'849 | 375'389 | 50'468 CHF | 29'922 CHF | 99.23% | 99.23% |
05.07.2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 702'383 | 364'844 | 50'426 CHF | 29'840 CHF | 99.39% | 99.39% |
04.07.2024 | 14.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 763'815 | 395'547 | 50'020 CHF | 29'858 CHF | 99.39% | 99.39% |
03.07.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 770'438 | 396'596 | 50'551 CHF | 29'993 CHF | 98.65% | 98.65% |
02.07.2024 | 14.39% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 782'702 | 401'779 | 50'477 CHF | 29'939 CHF | 99.07% | 99.07% |