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 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'000 | 350'000 | 50'625 CHF | 29'750 CHF | 99.81% | 99.81% |
12.07.2024 | 13.06% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 710'169 | 367'585 | 50'831 CHF | 29'987 CHF | 99.76% | 99.76% |
11.07.2024 | 14.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 799'506 | 403'619 | 50'983 CHF | 29'814 CHF | 100.00% | 100.00% |
10.07.2024 | 15.27% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 842'647 | 422'549 | 50'970 CHF | 29'789 CHF | 94.51% | 94.51% |
09.07.2024 | 14.33% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 774'637 | 399'818 | 50'184 CHF | 29'900 CHF | 99.48% | 99.48% |
08.07.2024 | 14.16% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 768'369 | 396'685 | 50'429 CHF | 30'002 CHF | 99.81% | 99.81% |
05.07.2024 | 13.26% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 720'395 | 372'697 | 50'742 CHF | 29'979 CHF | 99.81% | 99.81% |
04.07.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 712'278 | 368'639 | 50'658 CHF | 29'905 CHF | 99.81% | 99.81% |
03.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'000 | 350'000 | 50'606 CHF | 29'740 CHF | 99.14% | 99.14% |
02.07.2024 | 12.47% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 673'411 | 349'205 | 50'615 CHF | 29'739 CHF | 99.42% | 99.42% |