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 | 11.91% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 634'562 | 327'404 | 50'119 CHF | 29'118 CHF | 99.39% | 99.39% |
12.07.2024 | 11.41% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 609'957 | 311'827 | 50'423 CHF | 28'880 CHF | 99.06% | 99.06% |
11.07.2024 | 12.90% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 690'682 | 359'835 | 50'082 CHF | 29'694 CHF | 97.93% | 97.93% |
10.07.2024 | 14.96% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 812'110 | 412'414 | 50'216 CHF | 29'637 CHF | 95.48% | 95.48% |
09.07.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 687'419 | 357'072 | 50'343 CHF | 29'723 CHF | 99.06% | 99.06% |
08.07.2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 609'107 | 311'147 | 50'286 CHF | 28'786 CHF | 99.22% | 99.22% |
05.07.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 579'197 | 299'817 | 51'336 CHF | 29'584 CHF | 99.39% | 99.39% |
04.07.2024 | 11.32% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 605'248 | 307'795 | 50'452 CHF | 28'723 CHF | 99.39% | 99.39% |
03.07.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 624'117 | 324'155 | 49'820 CHF | 29'113 CHF | 98.63% | 98.63% |
02.07.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 624'724 | 324'596 | 49'813 CHF | 29'123 CHF | 99.06% | 99.06% |