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 | 13.50% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 731'283 | 378'013 | 50'502 CHF | 29'890 CHF | 100.00% | 100.00% |
12.07.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 731'898 | 379'223 | 49'872 CHF | 29'636 CHF | 98.45% | 98.45% |
11.07.2024 | 15.14% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 827'109 | 418'512 | 50'503 CHF | 29'748 CHF | 99.26% | 99.26% |
10.07.2024 | 17.38% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 959'321 | 483'213 | 50'413 CHF | 30'251 CHF | 99.80% | 99.80% |
09.07.2024 | 14.14% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 767'188 | 394'035 | 50'431 CHF | 29'856 CHF | 100.00% | 100.00% |
08.07.2024 | 13.37% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 714'929 | 371'472 | 49'951 CHF | 29'659 CHF | 98.98% | 98.98% |
05.07.2024 | 13.75% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 745'818 | 385'408 | 50'533 CHF | 29'969 CHF | 100.00% | 100.00% |
04.07.2024 | 13.69% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 743'645 | 385'129 | 50'623 CHF | 30'067 CHF | 98.15% | 98.15% |
03.07.2024 | 14.31% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 779'874 | 400'876 | 50'590 CHF | 30'023 CHF | 100.00% | 100.00% |
02.07.2024 | 16.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 908'931 | 460'280 | 50'645 CHF | 30'261 CHF | 100.00% | 100.00% |