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 | 14.32% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 770'237 | 398'442 | 49'929 CHF | 29'813 CHF | 99.39% | 99.39% |
12.07.2024 | 13.64% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 733'418 | 380'302 | 50'110 CHF | 29'790 CHF | 99.07% | 99.07% |
11.07.2024 | 14.62% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 789'133 | 404'293 | 50'040 CHF | 29'696 CHF | 97.94% | 97.94% |
10.07.2024 | 14.29% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 770'818 | 398'805 | 50'103 CHF | 29'910 CHF | 95.49% | 95.49% |
09.07.2024 | 13.05% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 702'465 | 364'585 | 50'334 CHF | 29'770 CHF | 99.05% | 99.05% |
08.07.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 636'193 | 330'314 | 49'921 CHF | 29'220 CHF | 99.23% | 99.23% |
05.07.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 578'964 | 299'856 | 51'300 CHF | 29'577 CHF | 99.39% | 99.39% |
04.07.2024 | 11.99% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 637'410 | 332'143 | 49'979 CHF | 29'362 CHF | 99.39% | 99.39% |
03.07.2024 | 11.06% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 594'386 | 302'442 | 50'782 CHF | 28'867 CHF | 98.64% | 98.64% |
02.07.2024 | 12.28% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 655'843 | 340'328 | 50'115 CHF | 29'408 CHF | 99.06% | 99.06% |