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 | 14.16% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 771'644 | 393'999 | 50'590 CHF | 29'799 CHF | 100.00% | 100.00% |
12.07.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 712'076 | 369'552 | 50'423 CHF | 29'871 CHF | 99.67% | 99.67% |
11.07.2024 | 14.24% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 773'589 | 398'259 | 50'453 CHF | 29'962 CHF | 99.34% | 99.34% |
10.07.2024 | 12.60% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 679'771 | 352'385 | 50'561 CHF | 29'735 CHF | 96.10% | 96.10% |
09.07.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 677'054 | 351'027 | 50'693 CHF | 29'793 CHF | 99.65% | 99.65% |
08.07.2024 | 12.74% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 687'953 | 356'476 | 50'593 CHF | 29'781 CHF | 99.84% | 99.84% |
05.07.2024 | 12.43% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 669'313 | 347'135 | 50'490 CHF | 29'658 CHF | 100.00% | 100.00% |
04.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 621'420 | 321'420 | 49'988 CHF | 29'066 CHF | 100.00% | 100.00% |
03.07.2024 | 11.65% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'931 | 320'382 | 50'124 CHF | 29'100 CHF | 99.25% | 99.25% |
02.07.2024 | 9.74% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 515'370 | 459'015 | 50'319 CHF | 49'837 CHF | 99.67% | 99.67% |