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 | 11.37% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 608'224 | 311'859 | 50'458 CHF | 28'983 CHF | 99.39% | 99.39% |
12.07.2024 | 10.35% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 555'244 | 340'375 | 50'865 CHF | 34'995 CHF | 99.05% | 99.05% |
11.07.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 634'691 | 331'316 | 49'716 CHF | 29'267 CHF | 98.14% | 98.14% |
10.07.2024 | 12.43% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 667'703 | 347'105 | 50'358 CHF | 29'655 CHF | 95.48% | 95.48% |
09.07.2024 | 12.73% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 688'061 | 357'223 | 50'590 CHF | 29'839 CHF | 99.05% | 99.05% |
08.07.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 622'720 | 323'277 | 49'830 CHF | 29'097 CHF | 99.23% | 99.23% |
05.07.2024 | 11.89% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 629'840 | 328'157 | 49'827 CHF | 29'240 CHF | 99.39% | 99.39% |
04.07.2024 | 12.07% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 642'368 | 334'475 | 49'994 CHF | 29'375 CHF | 99.39% | 99.39% |
03.07.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'549 | 300'073 | 51'489 CHF | 29'806 CHF | 98.53% | 98.53% |
02.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'398 | 322'217 | 49'821 CHF | 29'137 CHF | 99.06% | 99.06% |