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 | 14.24% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 770'969 | 396'959 | 50'310 CHF | 29'879 CHF | 100.00% | 100.00% |
12.07.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 730'171 | 377'585 | 50'764 CHF | 30'027 CHF | 99.66% | 99.66% |
11.07.2024 | 13.98% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 755'850 | 390'425 | 50'315 CHF | 29'895 CHF | 99.31% | 99.31% |
10.07.2024 | 14.50% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 790'428 | 404'871 | 50'553 CHF | 29'954 CHF | 96.07% | 96.07% |
09.07.2024 | 14.93% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 818'334 | 414'614 | 50'715 CHF | 29'853 CHF | 99.67% | 99.67% |
08.07.2024 | 12.57% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 678'551 | 351'776 | 50'571 CHF | 29'736 CHF | 99.85% | 99.85% |
05.07.2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 669'018 | 347'009 | 50'655 CHF | 29'746 CHF | 100.00% | 100.00% |
04.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 628'837 | 324'579 | 50'567 CHF | 29'337 CHF | 100.00% | 100.00% |
03.07.2024 | 12.22% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 657'226 | 341'113 | 50'465 CHF | 29'605 CHF | 99.25% | 99.25% |
02.07.2024 | 14.05% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 763'783 | 393'609 | 50'531 CHF | 29'983 CHF | 99.66% | 99.66% |