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 | 11.75% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 621'487 | 324'117 | 49'784 CHF | 29'203 CHF | 99.39% | 99.39% |
12.07.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 609'435 | 309'976 | 50'409 CHF | 28'726 CHF | 99.06% | 99.06% |
11.07.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 577'829 | 299'094 | 51'003 CHF | 29'402 CHF | 97.90% | 97.90% |
10.07.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 571'671 | 301'202 | 51'475 CHF | 30'133 CHF | 95.48% | 95.48% |
09.07.2024 | 9.65% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 508'257 | 470'677 | 50'115 CHF | 51'346 CHF | 99.04% | 99.04% |
08.07.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 577'161 | 299'644 | 51'419 CHF | 29'701 CHF | 99.24% | 99.24% |
05.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'621 | 302'394 | 51'171 CHF | 29'918 CHF | 99.39% | 99.39% |
04.07.2024 | 10.23% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 547'364 | 365'647 | 50'771 CHF | 38'011 CHF | 99.39% | 99.39% |
03.07.2024 | 10.23% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 549'090 | 360'917 | 50'911 CHF | 37'599 CHF | 98.62% | 98.62% |
02.07.2024 | 10.29% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 554'384 | 345'836 | 51'055 CHF | 35'724 CHF | 99.06% | 99.06% |