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 | 13.64% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 739'069 | 382'995 | 50'485 CHF | 29'995 CHF | 99.39% | 99.39% |
12.07.2024 | 13.50% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 723'146 | 376'131 | 49'978 CHF | 29'759 CHF | 99.07% | 99.07% |
11.07.2024 | 13.70% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 734'360 | 381'564 | 49'942 CHF | 29'766 CHF | 98.10% | 98.10% |
10.07.2024 | 13.44% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 726'077 | 376'303 | 50'397 CHF | 29'883 CHF | 95.47% | 95.47% |
09.07.2024 | 13.22% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 716'209 | 371'324 | 50'590 CHF | 29'942 CHF | 99.06% | 99.06% |
08.07.2024 | 14.15% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 766'865 | 396'554 | 50'367 CHF | 30'011 CHF | 99.24% | 99.24% |
05.07.2024 | 14.11% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 760'084 | 393'426 | 50'078 CHF | 29'855 CHF | 99.39% | 99.39% |
04.07.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 770'987 | 398'807 | 50'136 CHF | 29'922 CHF | 99.39% | 99.39% |
03.07.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 729'971 | 378'146 | 50'268 CHF | 29'819 CHF | 98.64% | 98.64% |
02.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 622'596 | 323'571 | 49'849 CHF | 29'138 CHF | 99.06% | 99.06% |