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 | 8.23% | 0.12 CHF | 0.13 CHF | 857'000 | 857'000 | 371'538 | 371'538 | 43'740 CHF | 47'462 CHF | 100.00% | 100.00% |
12.07.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 887'200 | 887'200 | 397'081 | 397'081 | 45'816 CHF | 49'795 CHF | 99.99% | 99.99% |
11.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 973'700 | 973'700 | 426'093 | 426'093 | 47'020 CHF | 51'289 CHF | 98.68% | 98.68% |
10.07.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 1'059'600 | 1'059'600 | 474'340 | 474'340 | 46'203 CHF | 50'955 CHF | 100.00% | 100.00% |
09.07.2024 | 9.95% | 0.09 CHF | 0.10 CHF | 1'026'800 | 1'026'800 | 460'186 | 460'186 | 43'725 CHF | 48'335 CHF | 99.74% | 99.74% |
08.07.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'007'000 | 1'007'000 | 452'134 | 452'134 | 45'029 CHF | 49'558 CHF | 99.28% | 99.28% |
05.07.2024 | 10.16% | 0.10 CHF | 0.11 CHF | 1'056'000 | 1'056'000 | 472'247 | 472'247 | 45'126 CHF | 49'857 CHF | 99.90% | 99.90% |
04.07.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 422'400 | 422'400 | 335'770 | 335'770 | 32'647 CHF | 36'005 CHF | 99.55% | 99.55% |
03.07.2024 | 9.85% | 0.10 CHF | 0.11 CHF | 1'035'400 | 1'035'400 | 463'442 | 463'442 | 45'728 CHF | 50'371 CHF | 100.00% | 100.00% |
02.07.2024 | 9.34% | 0.10 CHF | 0.11 CHF | 976'700 | 976'700 | 437'155 | 437'155 | 44'984 CHF | 49'363 CHF | 100.00% | 100.00% |