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 | 13.67% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 736'577 | 380'801 | 50'205 CHF | 29'770 CHF | 99.39% | 99.39% |
12.07.2024 | 11.70% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 619'077 | 321'374 | 49'829 CHF | 29'074 CHF | 99.07% | 99.07% |
11.07.2024 | 12.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 689'648 | 359'335 | 50'030 CHF | 29'665 CHF | 97.94% | 97.94% |
10.07.2024 | 14.03% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 757'375 | 392'095 | 50'208 CHF | 29'913 CHF | 95.45% | 95.45% |
09.07.2024 | 13.47% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 725'665 | 376'076 | 50'263 CHF | 29'814 CHF | 99.06% | 99.06% |
08.07.2024 | 12.40% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 665'411 | 345'975 | 50'335 CHF | 29'631 CHF | 99.23% | 99.23% |
05.07.2024 | 13.11% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 708'439 | 367'738 | 50'499 CHF | 29'890 CHF | 99.39% | 99.39% |
04.07.2024 | 16.99% | 0.07 CHF | 0.08 CHF | 925'000 | 475'000 | 932'939 | 456'118 | 50'357 CHF | 29'356 CHF | 99.39% | 99.39% |
03.07.2024 | 23.76% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 992'952 | 250'000 | 37'017 CHF | 11'816 CHF | 98.63% | 98.63% |
02.07.2024 | 25.34% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 992'666 | 250'000 | 34'277 CHF | 11'133 CHF | 99.06% | 99.06% |