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 | 12.47% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 673'441 | 349'221 | 50'624 CHF | 29'744 CHF | 99.81% | 99.81% |
12.07.2024 | 11.25% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 607'859 | 310'693 | 51'042 CHF | 29'193 CHF | 99.76% | 99.76% |
11.07.2024 | 8.83% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 472'607 | 390'535 | 51'108 CHF | 47'721 CHF | 100.00% | 100.00% |
10.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 94.51% | 94.51% |
09.07.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 455'806 | 455'806 | 51'865 CHF | 56'423 CHF | 99.48% | 99.48% |
08.07.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 430'361 | 430'361 | 51'112 CHF | 55'416 CHF | 99.81% | 99.81% |
05.07.2024 | 8.39% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 451'244 | 451'245 | 51'532 CHF | 56'045 CHF | 99.81% | 99.81% |
04.07.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'820 | 428'820 | 51'111 CHF | 55'399 CHF | 99.81% | 99.81% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.14% | 99.14% |
02.07.2024 | 8.11% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 433'389 | 433'389 | 51'247 CHF | 55'581 CHF | 99.43% | 99.43% |