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 | 13.81% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 749'380 | 386'537 | 50'508 CHF | 29'924 CHF | 99.38% | 99.38% |
12.07.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 759'325 | 391'886 | 50'572 CHF | 30'020 CHF | 99.05% | 99.05% |
11.07.2024 | 12.99% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 697'393 | 359'567 | 50'121 CHF | 29'482 CHF | 98.23% | 98.23% |
10.07.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'274 | 323'256 | 50'135 CHF | 29'416 CHF | 95.50% | 95.50% |
09.07.2024 | 9.22% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'971 | 487'971 | 50'518 CHF | 55'398 CHF | 99.03% | 99.03% |
08.07.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'073 | 488'073 | 50'659 CHF | 55'540 CHF | 99.23% | 99.23% |
05.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 472'999 | 472'999 | 51'202 CHF | 55'932 CHF | 99.39% | 99.39% |
04.07.2024 | 8.02% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 430'557 | 430'557 | 51'550 CHF | 55'856 CHF | 99.39% | 99.39% |
03.07.2024 | 6.86% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 372'513 | 372'513 | 52'452 CHF | 56'177 CHF | 98.61% | 98.61% |
02.07.2024 | 6.68% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 362'718 | 362'718 | 52'532 CHF | 56'159 CHF | 99.05% | 99.05% |