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 | 12.34% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 662'287 | 344'653 | 50'363 CHF | 29'655 CHF | 99.39% | 99.39% |
12.07.2024 | 12.32% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 656'240 | 342'779 | 49'960 CHF | 29'528 CHF | 99.06% | 99.06% |
11.07.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 615'890 | 321'004 | 49'614 CHF | 29'070 CHF | 98.05% | 98.05% |
10.07.2024 | 11.59% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 617'804 | 317'724 | 50'247 CHF | 29'003 CHF | 95.45% | 95.45% |
09.07.2024 | 11.74% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 630'145 | 322'339 | 50'524 CHF | 29'049 CHF | 99.06% | 99.06% |
08.07.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 602'606 | 305'691 | 50'547 CHF | 28'691 CHF | 99.23% | 99.23% |
05.07.2024 | 11.86% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 630'920 | 326'841 | 50'052 CHF | 29'189 CHF | 99.39% | 99.39% |
04.07.2024 | 13.23% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 715'229 | 370'282 | 50'486 CHF | 29'850 CHF | 99.39% | 99.39% |
03.07.2024 | 16.46% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 906'359 | 464'454 | 50'537 CHF | 30'534 CHF | 98.62% | 98.62% |
02.07.2024 | 15.62% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 857'849 | 435'012 | 50'641 CHF | 30'025 CHF | 99.05% | 99.05% |