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 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 676'182 | 350'591 | 50'714 CHF | 29'800 CHF | 99.39% | 99.39% |
12.07.2024 | 12.76% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 690'725 | 357'863 | 50'691 CHF | 29'842 CHF | 99.08% | 99.08% |
11.07.2024 | 11.72% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 623'807 | 321'194 | 50'107 CHF | 29'001 CHF | 98.83% | 98.83% |
10.07.2024 | 11.32% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 604'751 | 307'575 | 50'414 CHF | 28'700 CHF | 95.48% | 95.48% |
09.07.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 611'447 | 312'732 | 50'246 CHF | 28'812 CHF | 99.04% | 99.04% |
08.07.2024 | 12.02% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 639'733 | 333'295 | 49'995 CHF | 29'383 CHF | 99.23% | 99.23% |
05.07.2024 | 12.99% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 695'891 | 361'581 | 50'086 CHF | 29'640 CHF | 99.39% | 99.39% |
04.07.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 647'263 | 337'249 | 50'145 CHF | 29'501 CHF | 99.39% | 99.39% |
03.07.2024 | 12.27% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 660'805 | 342'903 | 50'569 CHF | 29'671 CHF | 98.63% | 98.63% |
02.07.2024 | 10.98% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 593'675 | 305'085 | 51'117 CHF | 29'326 CHF | 99.06% | 99.06% |