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 | 14.94% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 821'385 | 415'170 | 50'891 CHF | 29'889 CHF | 99.08% | 99.08% |
12.07.2024 | 11.07% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 601'956 | 307'898 | 51'373 CHF | 29'361 CHF | 98.81% | 98.81% |
11.07.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 592'806 | 304'285 | 50'506 CHF | 28'968 CHF | 97.59% | 97.59% |
10.07.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 598'710 | 304'375 | 50'326 CHF | 28'613 CHF | 95.12% | 95.12% |
09.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 505'344 | 466'310 | 50'547 CHF | 51'434 CHF | 98.69% | 98.69% |
08.07.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 464'229 | 464'228 | 51'360 CHF | 56'002 CHF | 98.59% | 98.59% |
05.07.2024 | 6.59% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 356'706 | 356'706 | 52'364 CHF | 55'931 CHF | 99.17% | 99.17% |
04.07.2024 | 6.37% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 345'237 | 345'237 | 52'503 CHF | 55'955 CHF | 99.18% | 99.18% |
03.07.2024 | 8.29% | 0.16 CHF | 0.17 CHF | 375'000 | 375'000 | 452'511 | 452'513 | 52'459 CHF | 56'984 CHF | 98.43% | 98.43% |
02.07.2024 | 7.55% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 403'528 | 403'529 | 51'511 CHF | 55'546 CHF | 98.79% | 98.79% |