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 | 11.56% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 614'734 | 317'280 | 50'116 CHF | 29'027 CHF | 99.38% | 99.38% |
12.07.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'233 | 326'187 | 49'428 CHF | 29'128 CHF | 99.08% | 99.08% |
11.07.2024 | 12.16% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 644'305 | 336'534 | 49'772 CHF | 29'363 CHF | 98.10% | 98.10% |
10.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 625'630 | 324'322 | 50'083 CHF | 29'199 CHF | 95.49% | 95.49% |
09.07.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'505 | 299'679 | 51'555 CHF | 29'892 CHF | 99.05% | 99.05% |
08.07.2024 | 11.00% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 593'001 | 303'992 | 50'930 CHF | 29'219 CHF | 99.22% | 99.22% |
05.07.2024 | 12.40% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 662'916 | 344'851 | 50'141 CHF | 29'532 CHF | 99.39% | 99.39% |
04.07.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 673'982 | 350'315 | 50'404 CHF | 29'702 CHF | 99.39% | 99.39% |
03.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 670'676 | 348'735 | 50'301 CHF | 29'643 CHF | 98.64% | 98.64% |
02.07.2024 | 12.97% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 699'595 | 363'261 | 50'428 CHF | 29'816 CHF | 99.06% | 99.06% |