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 | 12.23% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 654'704 | 339'557 | 50'267 CHF | 29'467 CHF | 99.39% | 99.39% |
12.07.2024 | 11.47% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 613'276 | 313'275 | 50'431 CHF | 28'882 CHF | 99.08% | 99.08% |
11.07.2024 | 12.60% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 676'117 | 351'518 | 50'292 CHF | 29'660 CHF | 98.83% | 98.83% |
10.07.2024 | 12.70% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 682'755 | 354'934 | 50'340 CHF | 29'721 CHF | 95.47% | 95.47% |
09.07.2024 | 12.41% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 666'908 | 346'584 | 50'405 CHF | 29'660 CHF | 99.04% | 99.04% |
08.07.2024 | 11.52% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 612'247 | 314'452 | 50'088 CHF | 28'855 CHF | 99.23% | 99.23% |
05.07.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 571'600 | 314'656 | 51'202 CHF | 31'498 CHF | 99.39% | 99.39% |
04.07.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 601'084 | 304'063 | 50'488 CHF | 28'574 CHF | 99.39% | 99.39% |
03.07.2024 | 11.08% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 597'954 | 303'244 | 51'013 CHF | 28'907 CHF | 98.62% | 98.62% |
02.07.2024 | 12.86% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 694'711 | 359'856 | 50'556 CHF | 29'790 CHF | 99.05% | 99.05% |