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 | 12.47% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 668'804 | 348'027 | 50'284 CHF | 29'646 CHF | 99.38% | 99.38% |
12.07.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'438 | 324'899 | 49'799 CHF | 29'200 CHF | 99.07% | 99.07% |
11.07.2024 | 11.68% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 621'896 | 321'563 | 50'139 CHF | 29'131 CHF | 97.96% | 97.96% |
10.07.2024 | 12.56% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 671'981 | 349'434 | 50'166 CHF | 29'581 CHF | 95.50% | 95.50% |
09.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 648'479 | 337'642 | 50'171 CHF | 29'501 CHF | 99.04% | 99.04% |
08.07.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'830 | 327'065 | 49'828 CHF | 29'229 CHF | 99.24% | 99.24% |
05.07.2024 | 11.08% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 594'214 | 302'407 | 50'640 CHF | 28'815 CHF | 99.39% | 99.39% |
04.07.2024 | 9.58% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 497'140 | 494'267 | 49'450 CHF | 54'121 CHF | 99.39% | 99.39% |
03.07.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'067 | 400'067 | 51'865 CHF | 55'866 CHF | 98.62% | 98.62% |
02.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 374'232 | 374'233 | 52'554 CHF | 56'296 CHF | 99.05% | 99.05% |