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 | 14.79% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 805'937 | 410'967 | 50'487 CHF | 29'866 CHF | 99.39% | 99.39% |
12.07.2024 | 16.34% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 897'488 | 458'871 | 50'462 CHF | 30'377 CHF | 99.07% | 99.07% |
11.07.2024 | 15.13% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 821'194 | 415'845 | 50'190 CHF | 29'582 CHF | 97.94% | 97.94% |
10.07.2024 | 14.20% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 766'197 | 396'503 | 50'122 CHF | 29'908 CHF | 95.46% | 95.46% |
09.07.2024 | 14.02% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 757'430 | 392'088 | 50'239 CHF | 29'927 CHF | 99.06% | 99.06% |
08.07.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'708 | 400'073 | 50'177 CHF | 29'916 CHF | 99.23% | 99.23% |
05.07.2024 | 14.10% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 761'387 | 393'418 | 50'210 CHF | 29'882 CHF | 99.39% | 99.39% |
04.07.2024 | 13.48% | 0.08 CHF | 0.09 CHF | 775'000 | 400'000 | 728'281 | 377'594 | 50'385 CHF | 29'902 CHF | 99.39% | 99.39% |
03.07.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 601'732 | 306'265 | 50'450 CHF | 28'734 CHF | 98.63% | 98.63% |
02.07.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 573'251 | 299'514 | 51'495 CHF | 29'902 CHF | 99.05% | 99.05% |