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 | 15.66% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 870'771 | 439'110 | 51'286 CHF | 30'243 CHF | 100.00% | 100.00% |
12.07.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 868'016 | 440'283 | 50'609 CHF | 30'065 CHF | 98.39% | 98.39% |
11.07.2024 | 13.88% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 746'270 | 386'801 | 50'055 CHF | 29'810 CHF | 99.05% | 99.05% |
10.07.2024 | 13.07% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 709'333 | 367'163 | 50'735 CHF | 29'934 CHF | 99.78% | 99.78% |
09.07.2024 | 13.35% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 726'004 | 375'500 | 50'754 CHF | 30'006 CHF | 100.00% | 100.00% |
08.07.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 730'738 | 377'868 | 50'807 CHF | 30'052 CHF | 98.98% | 98.98% |
05.07.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 741'140 | 383'067 | 50'624 CHF | 29'997 CHF | 100.00% | 100.00% |
04.07.2024 | 12.59% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 675'694 | 351'364 | 50'304 CHF | 29'669 CHF | 98.16% | 98.16% |
03.07.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 659'633 | 342'317 | 50'386 CHF | 29'572 CHF | 100.00% | 100.00% |
02.07.2024 | 10.92% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 590'999 | 304'272 | 51'205 CHF | 29'412 CHF | 100.00% | 100.00% |