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 | 13.94% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 759'878 | 391'020 | 50'722 CHF | 30'021 CHF | 100.00% | 100.00% |
12.07.2024 | 13.63% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 741'388 | 381'837 | 50'678 CHF | 29'932 CHF | 99.67% | 99.67% |
11.07.2024 | 12.61% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 676'510 | 351'184 | 50'272 CHF | 29'607 CHF | 86.34% | 86.34% |
10.07.2024 | 11.63% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'103 | 319'103 | 50'160 CHF | 29'035 CHF | 96.09% | 96.09% |
09.07.2024 | 11.18% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 603'738 | 304'185 | 50'998 CHF | 28'730 CHF | 99.66% | 99.66% |
08.07.2024 | 11.61% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 618'772 | 318'772 | 50'195 CHF | 29'038 CHF | 99.83% | 99.83% |
05.07.2024 | 11.76% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 627'985 | 324'356 | 50'265 CHF | 29'196 CHF | 100.00% | 100.00% |
04.07.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 624'007 | 324'007 | 49'993 CHF | 29'198 CHF | 100.00% | 100.00% |
03.07.2024 | 11.26% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 603'626 | 312'347 | 50'633 CHF | 29'340 CHF | 99.21% | 99.21% |
02.07.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'736 | 487'358 | 50'159 CHF | 53'393 CHF | 99.66% | 99.66% |