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 | 13.00% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 706'152 | 365'576 | 50'810 CHF | 29'962 CHF | 100.00% | 100.00% |
12.07.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 673'676 | 350'473 | 50'198 CHF | 29'617 CHF | 99.68% | 99.68% |
11.07.2024 | 13.65% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 739'048 | 381'659 | 50'459 CHF | 29'877 CHF | 99.42% | 99.42% |
10.07.2024 | 15.02% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 823'723 | 418'842 | 50'725 CHF | 29'990 CHF | 96.06% | 96.06% |
09.07.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 872'367 | 445'681 | 50'743 CHF | 30'381 CHF | 99.66% | 99.66% |
08.07.2024 | 10.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 563'079 | 387'761 | 50'765 CHF | 40'135 CHF | 99.84% | 99.84% |
05.07.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'498 | 466'669 | 50'322 CHF | 50'814 CHF | 100.00% | 100.00% |
04.07.2024 | 9.36% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'892 | 470'896 | 51'049 CHF | 53'056 CHF | 100.00% | 100.00% |
03.07.2024 | 11.91% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 648'271 | 332'834 | 51'189 CHF | 29'591 CHF | 99.23% | 99.23% |
02.07.2024 | 15.51% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 854'267 | 431'068 | 50'828 CHF | 29'957 CHF | 99.67% | 99.67% |