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 | 16.86% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 933'608 | 477'869 | 50'725 CHF | 30'747 CHF | 99.39% | 99.39% |
12.07.2024 | 16.78% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 931'067 | 477'022 | 50'857 CHF | 30'829 CHF | 99.04% | 99.04% |
11.07.2024 | 16.84% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 923'353 | 467'818 | 50'223 CHF | 30'130 CHF | 98.57% | 98.57% |
10.07.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 873'885 | 443'348 | 50'698 CHF | 30'140 CHF | 95.49% | 95.49% |
09.07.2024 | 13.80% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 744'408 | 385'716 | 50'232 CHF | 29'884 CHF | 99.03% | 99.03% |
08.07.2024 | 13.96% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 754'128 | 390'478 | 50'244 CHF | 29'920 CHF | 99.22% | 99.22% |
05.07.2024 | 13.55% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 730'361 | 378'806 | 50'242 CHF | 29'849 CHF | 99.39% | 99.39% |
04.07.2024 | 12.69% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 680'954 | 354'078 | 50'250 CHF | 29'672 CHF | 99.38% | 99.38% |
03.07.2024 | 11.26% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 605'888 | 304'839 | 50'799 CHF | 28'596 CHF | 98.63% | 98.63% |
02.07.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 599'209 | 300'000 | 51'039 CHF | 28'555 CHF | 99.05% | 99.05% |