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 | 17.47% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 964'176 | 488'059 | 50'399 CHF | 30'408 CHF | 100.00% | 100.00% |
12.07.2024 | 16.92% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 930'991 | 476'996 | 50'377 CHF | 30'590 CHF | 99.67% | 99.67% |
11.07.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 870'121 | 438'414 | 51'075 CHF | 30'107 CHF | 99.14% | 99.14% |
10.07.2024 | 14.37% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 778'253 | 401'084 | 50'278 CHF | 29'925 CHF | 96.08% | 96.08% |
09.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 775'000 | 400'000 | 50'347 CHF | 29'985 CHF | 99.67% | 99.67% |
08.07.2024 | 16.12% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 893'007 | 455'471 | 50'947 CHF | 30'532 CHF | 99.84% | 99.84% |
05.07.2024 | 15.81% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 875'840 | 442'227 | 51'015 CHF | 30'167 CHF | 100.00% | 100.00% |
04.07.2024 | 15.82% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 871'641 | 439'501 | 50'777 CHF | 29'989 CHF | 100.00% | 100.00% |
03.07.2024 | 14.19% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 769'433 | 397'217 | 50'394 CHF | 29'988 CHF | 99.25% | 99.25% |
02.07.2024 | 12.94% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 702'593 | 363'797 | 50'776 CHF | 29'930 CHF | 99.68% | 99.68% |