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 | 16.97% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 938'561 | 475'708 | 50'627 CHF | 30'424 CHF | 100.00% | 100.00% |
12.07.2024 | 15.95% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 875'371 | 443'983 | 50'529 CHF | 30'053 CHF | 99.67% | 99.67% |
11.07.2024 | 14.14% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 765'317 | 393'991 | 50'317 CHF | 29'856 CHF | 98.75% | 98.75% |
10.07.2024 | 12.42% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 667'650 | 346'325 | 50'432 CHF | 29'624 CHF | 96.11% | 96.11% |
09.07.2024 | 12.29% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 662'602 | 343'801 | 50'601 CHF | 29'694 CHF | 99.67% | 99.67% |
08.07.2024 | 14.18% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 770'568 | 396'611 | 50'507 CHF | 29'969 CHF | 99.85% | 99.85% |
05.07.2024 | 14.25% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 776'717 | 397'334 | 50'612 CHF | 29'883 CHF | 100.00% | 100.00% |
04.07.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 760'502 | 392'751 | 50'350 CHF | 29'931 CHF | 100.00% | 100.00% |
03.07.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 634'809 | 327'200 | 50'333 CHF | 29'202 CHF | 99.25% | 99.25% |
02.07.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 559'106 | 349'918 | 51'398 CHF | 36'053 CHF | 99.68% | 99.68% |