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 | 15.06% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 826'766 | 417'214 | 50'760 CHF | 29'801 CHF | 100.00% | 100.00% |
12.07.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 756'578 | 390'587 | 50'372 CHF | 29'927 CHF | 99.68% | 99.68% |
11.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 670'870 | 347'935 | 50'316 CHF | 29'577 CHF | 99.43% | 99.43% |
10.07.2024 | 12.56% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 677'900 | 351'447 | 50'559 CHF | 29'728 CHF | 96.10% | 96.10% |
09.07.2024 | 12.29% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 657'220 | 340'589 | 50'220 CHF | 29'431 CHF | 99.66% | 99.66% |
08.07.2024 | 10.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 586'007 | 322'987 | 50'921 CHF | 31'567 CHF | 99.84% | 99.84% |
05.07.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 604'654 | 304'802 | 51'050 CHF | 28'777 CHF | 100.00% | 100.00% |
04.07.2024 | 12.37% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 668'755 | 346'877 | 50'716 CHF | 29'775 CHF | 100.00% | 100.00% |
03.07.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 662'209 | 343'604 | 50'498 CHF | 29'639 CHF | 99.23% | 99.23% |
02.07.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 759'932 | 392'466 | 50'597 CHF | 30'056 CHF | 99.66% | 99.66% |