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 | 11.22% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 605'097 | 304'585 | 50'912 CHF | 28'665 CHF | 99.05% | 99.05% |
12.07.2024 | 11.16% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 601'436 | 304'864 | 50'916 CHF | 28'855 CHF | 98.84% | 98.84% |
11.07.2024 | 12.31% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 661'075 | 342'397 | 50'441 CHF | 29'535 CHF | 97.52% | 97.52% |
10.07.2024 | 12.23% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 656'712 | 340'856 | 50'391 CHF | 29'566 CHF | 95.16% | 95.16% |
09.07.2024 | 12.20% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 655'284 | 340'142 | 50'440 CHF | 29'585 CHF | 98.67% | 98.67% |
08.07.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 621'682 | 322'351 | 49'874 CHF | 29'080 CHF | 98.56% | 98.56% |
05.07.2024 | 11.81% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 629'724 | 327'362 | 50'173 CHF | 29'356 CHF | 99.18% | 99.18% |
04.07.2024 | 11.33% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 608'450 | 308'450 | 50'668 CHF | 28'758 CHF | 99.18% | 99.18% |
03.07.2024 | 12.08% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 646'189 | 335'594 | 50'273 CHF | 29'466 CHF | 98.43% | 98.43% |
02.07.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'771 | 369'386 | 50'626 CHF | 29'897 CHF | 98.76% | 98.76% |