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 | 15.44% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 857'065 | 429'869 | 51'221 CHF | 29'987 CHF | 99.04% | 99.04% |
12.07.2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'864 | 398'551 | 49'965 CHF | 29'852 CHF | 98.59% | 98.59% |
11.07.2024 | 16.43% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 900'262 | 463'081 | 50'314 CHF | 30'500 CHF | 97.68% | 97.68% |
10.07.2024 | 16.49% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 908'668 | 466'398 | 50'585 CHF | 30'622 CHF | 95.11% | 95.11% |
09.07.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 862'060 | 435'195 | 50'601 CHF | 29'888 CHF | 98.65% | 98.65% |
08.07.2024 | 15.96% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 878'628 | 446'026 | 50'665 CHF | 30'168 CHF | 98.51% | 98.51% |
05.07.2024 | 15.40% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 844'074 | 423'548 | 50'602 CHF | 29'627 CHF | 99.17% | 99.17% |
04.07.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 818'218 | 414'647 | 50'398 CHF | 29'698 CHF | 99.18% | 99.18% |
03.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'720 | 398'492 | 50'032 CHF | 29'887 CHF | 98.41% | 98.41% |
02.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'768 | 373'497 | 50'263 CHF | 29'818 CHF | 98.75% | 98.75% |