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 | 14.01% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 761'994 | 391'802 | 50'583 CHF | 29'941 CHF | 100.00% | 100.00% |
12.07.2024 | 13.58% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 729'682 | 379'352 | 50'117 CHF | 29'846 CHF | 97.75% | 97.75% |
11.07.2024 | 15.23% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 833'854 | 424'677 | 50'556 CHF | 30'007 CHF | 99.15% | 99.15% |
10.07.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'875 CHF | 30'875 CHF | 99.78% | 99.78% |
09.07.2024 | 15.54% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 856'798 | 431'355 | 50'858 CHF | 29'913 CHF | 100.00% | 100.00% |
08.07.2024 | 14.68% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 794'113 | 406'731 | 50'096 CHF | 29'744 CHF | 98.98% | 98.98% |
05.07.2024 | 13.54% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 739'115 | 382'058 | 50'914 CHF | 30'139 CHF | 100.00% | 100.00% |
04.07.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 741'005 | 383'941 | 50'316 CHF | 29'913 CHF | 98.16% | 98.16% |
03.07.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 825'809 | 416'936 | 50'788 CHF | 29'823 CHF | 100.00% | 100.00% |
02.07.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 780'875 | 401'958 | 50'196 CHF | 29'862 CHF | 100.00% | 100.00% |