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 | 11.87% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 634'131 | 329'566 | 50'254 CHF | 29'414 CHF | 100.00% | 100.00% |
12.07.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 632'265 | 329'538 | 49'884 CHF | 29'297 CHF | 98.41% | 98.41% |
11.07.2024 | 13.22% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'476 | 370'391 | 50'408 CHF | 29'872 CHF | 99.06% | 99.06% |
10.07.2024 | 12.75% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 690'684 | 357'842 | 50'720 CHF | 29'857 CHF | 99.78% | 99.78% |
09.07.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 613'993 | 315'455 | 50'757 CHF | 29'225 CHF | 100.00% | 100.00% |
08.07.2024 | 12.51% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'008 | 350'005 | 50'593 CHF | 29'734 CHF | 98.99% | 98.99% |
05.07.2024 | 12.59% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 679'759 | 352'380 | 50'615 CHF | 29'762 CHF | 100.00% | 100.00% |
04.07.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 662'237 | 344'603 | 50'231 CHF | 29'585 CHF | 98.15% | 98.15% |
03.07.2024 | 11.44% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 612'766 | 312'766 | 50'524 CHF | 28'901 CHF | 100.00% | 100.00% |
02.07.2024 | 10.57% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 569'080 | 348'114 | 51'040 CHF | 35'180 CHF | 100.00% | 100.00% |