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 | 17.61% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 964'532 | 469'942 | 50'035 CHF | 29'205 CHF | 100.00% | 100.00% |
12.07.2024 | 16.60% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 911'111 | 461'922 | 50'380 CHF | 30'161 CHF | 99.68% | 99.68% |
11.07.2024 | 14.08% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 757'723 | 391'334 | 50'070 CHF | 29'778 CHF | 98.42% | 98.42% |
10.07.2024 | 12.44% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 669'807 | 346'755 | 50'493 CHF | 29'604 CHF | 96.11% | 96.11% |
09.07.2024 | 12.21% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 660'507 | 342'626 | 50'799 CHF | 29'778 CHF | 99.66% | 99.66% |
08.07.2024 | 13.18% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 714'929 | 369'964 | 50'672 CHF | 29'923 CHF | 99.84% | 99.84% |
05.07.2024 | 13.40% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 725'046 | 375'023 | 50'462 CHF | 29'855 CHF | 100.00% | 100.00% |
04.07.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 713'872 | 369'436 | 50'408 CHF | 29'782 CHF | 100.00% | 100.00% |
03.07.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 664'307 | 342'726 | 50'467 CHF | 29'450 CHF | 99.17% | 99.17% |
02.07.2024 | 9.68% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 513'905 | 460'977 | 50'532 CHF | 50'262 CHF | 99.66% | 99.66% |