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 | 15.74% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 869'774 | 438'182 | 50'909 CHF | 30'019 CHF | 99.04% | 99.04% |
12.07.2024 | 16.47% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 904'954 | 463'876 | 50'414 CHF | 30'473 CHF | 98.81% | 98.81% |
11.07.2024 | 15.39% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 840'977 | 423'205 | 50'430 CHF | 29'610 CHF | 97.73% | 97.73% |
10.07.2024 | 16.31% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 887'068 | 447'023 | 50'011 CHF | 29'673 CHF | 95.10% | 95.10% |
09.07.2024 | 14.56% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 788'037 | 405'191 | 50'164 CHF | 29'857 CHF | 98.68% | 98.68% |
08.07.2024 | 12.64% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 675'233 | 352'233 | 50'034 CHF | 29'622 CHF | 98.57% | 98.57% |
05.07.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 663'759 | 345'503 | 50'284 CHF | 29'630 CHF | 99.17% | 99.17% |
04.07.2024 | 13.31% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 719'907 | 373'493 | 50'473 CHF | 29'921 CHF | 99.18% | 99.18% |
03.07.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 711'364 | 369'296 | 50'464 CHF | 29'891 CHF | 98.45% | 98.45% |
02.07.2024 | 13.68% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 737'834 | 382'569 | 50'245 CHF | 29'883 CHF | 98.83% | 98.83% |