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 | 15.03% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 825'800 | 416'933 | 50'829 CHF | 29'843 CHF | 100.00% | 100.00% |
12.07.2024 | 14.52% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 792'128 | 405'709 | 50'580 CHF | 29'973 CHF | 99.98% | 99.98% |
11.07.2024 | 14.39% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 772'450 | 399'661 | 49'821 CHF | 29'775 CHF | 97.83% | 97.83% |
10.07.2024 | 15.35% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 845'765 | 425'692 | 50'867 CHF | 29'861 CHF | 96.17% | 96.17% |
09.07.2024 | 15.92% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 880'643 | 445'807 | 50'899 CHF | 30'211 CHF | 99.64% | 99.64% |
08.07.2024 | 14.01% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 757'777 | 391'388 | 50'316 CHF | 29'903 CHF | 100.00% | 100.00% |
05.07.2024 | 14.00% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 760'766 | 391'974 | 50'538 CHF | 29'966 CHF | 100.00% | 100.00% |
04.07.2024 | 13.32% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 728'878 | 376'939 | 51'070 CHF | 30'180 CHF | 100.00% | 100.00% |
03.07.2024 | 14.34% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 778'519 | 400'975 | 50'386 CHF | 29'964 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |