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 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 618'423 | 318'423 | 49'960 CHF | 28'900 CHF | 100.00% | 100.00% |
12.07.2024 | 11.76% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 623'137 | 324'946 | 49'879 CHF | 29'258 CHF | 99.68% | 99.68% |
11.07.2024 | 12.13% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 649'701 | 337'350 | 50'311 CHF | 29'498 CHF | 98.80% | 98.80% |
10.07.2024 | 12.46% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 671'101 | 348'051 | 50'470 CHF | 29'658 CHF | 96.10% | 96.10% |
09.07.2024 | 13.02% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 706'711 | 365'856 | 50'744 CHF | 29'929 CHF | 99.67% | 99.67% |
08.07.2024 | 11.99% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 638'738 | 331'218 | 50'085 CHF | 29'283 CHF | 99.84% | 99.84% |
05.07.2024 | 10.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 590'309 | 303'330 | 51'297 CHF | 29'401 CHF | 100.00% | 100.00% |
04.07.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 601'791 | 301'791 | 51'147 CHF | 28'667 CHF | 100.00% | 100.00% |
03.07.2024 | 11.01% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 597'481 | 302'466 | 51'303 CHF | 29'004 CHF | 99.25% | 99.25% |
02.07.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 671'250 | 348'124 | 50'595 CHF | 29'721 CHF | 99.67% | 99.67% |