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 | 12.45% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 670'239 | 347'619 | 50'453 CHF | 29'646 CHF | 100.00% | 100.00% |
12.07.2024 | 12.69% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 683'158 | 355'118 | 50'409 CHF | 29'757 CHF | 99.67% | 99.67% |
11.07.2024 | 13.40% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 723'645 | 375'506 | 50'391 CHF | 29'904 CHF | 98.74% | 98.74% |
10.07.2024 | 14.28% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 774'457 | 399'728 | 50'366 CHF | 29'993 CHF | 96.07% | 96.07% |
09.07.2024 | 14.40% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 778'132 | 401'044 | 50'178 CHF | 29'874 CHF | 99.65% | 99.65% |
08.07.2024 | 12.71% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 686'931 | 355'966 | 50'593 CHF | 29'778 CHF | 99.84% | 99.84% |
05.07.2024 | 12.39% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 666'973 | 345'986 | 50'474 CHF | 29'645 CHF | 100.00% | 100.00% |
04.07.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 665'255 | 345'128 | 50'566 CHF | 29'685 CHF | 100.00% | 100.00% |
03.07.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 736'922 | 380'961 | 50'740 CHF | 30'041 CHF | 99.23% | 99.23% |
02.07.2024 | 14.61% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 794'927 | 406'451 | 50'444 CHF | 29'868 CHF | 99.66% | 99.66% |