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 | 13.99% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 760'935 | 392'024 | 50'583 CHF | 29'987 CHF | 100.00% | 100.00% |
12.07.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 737'398 | 382'247 | 50'356 CHF | 29'923 CHF | 99.69% | 99.69% |
11.07.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 763'825 | 394'282 | 50'503 CHF | 30'013 CHF | 99.21% | 99.21% |
10.07.2024 | 14.55% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 792'896 | 405'785 | 50'537 CHF | 29'934 CHF | 96.10% | 96.10% |
09.07.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'713 | 427'149 | 50'683 CHF | 29'872 CHF | 99.66% | 99.66% |
08.07.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 619'935 | 318'686 | 50'551 CHF | 29'161 CHF | 99.84% | 99.84% |
05.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'823 | 302'080 | 51'642 CHF | 30'076 CHF | 100.00% | 100.00% |
04.07.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 529'992 | 420'977 | 51'083 CHF | 45'282 CHF | 100.00% | 100.00% |
03.07.2024 | 11.82% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 638'841 | 329'332 | 50'830 CHF | 29'489 CHF | 99.25% | 99.25% |
02.07.2024 | 15.71% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 864'644 | 437'167 | 50'711 CHF | 30'004 CHF | 99.67% | 99.67% |