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 | 11.51% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 615'743 | 315'743 | 50'423 CHF | 29'001 CHF | 99.39% | 99.39% |
12.07.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 636'848 | 329'742 | 50'320 CHF | 29'347 CHF | 99.06% | 99.06% |
11.07.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 620'783 | 324'262 | 49'574 CHF | 29'137 CHF | 85.70% | 85.70% |
10.07.2024 | 11.84% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'443 | 327'252 | 49'855 CHF | 29'276 CHF | 95.44% | 95.44% |
09.07.2024 | 11.97% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 635'901 | 331'058 | 49'955 CHF | 29'319 CHF | 99.06% | 99.06% |
08.07.2024 | 11.49% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 612'819 | 314'605 | 50'297 CHF | 28'959 CHF | 99.23% | 99.23% |
05.07.2024 | 11.91% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 631'579 | 329'014 | 49'879 CHF | 29'274 CHF | 99.39% | 99.39% |
04.07.2024 | 12.48% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 670'093 | 348'631 | 50'336 CHF | 29'675 CHF | 99.39% | 99.39% |
03.07.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 673'012 | 349'006 | 50'681 CHF | 29'772 CHF | 98.63% | 98.63% |
02.07.2024 | 12.60% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 678'586 | 351'793 | 50'461 CHF | 29'678 CHF | 99.06% | 99.06% |