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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 35'084 CHF | 12'638 CHF | 98.86% | 98.86% |
11.07.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'183 CHF | 11'330 CHF | 99.09% | 99.09% |
10.07.2024 | 10.35% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 25'396 CHF | 9'387 CHF | 100.00% | 100.00% |
09.07.2024 | 20.71% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 103'432 | 60'686 | 7'547 CHF | 5'399 CHF | 100.00% | 100.00% |
08.07.2024 | 12.84% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'216 CHF | 7'663 CHF | 99.37% | 99.37% |
05.07.2024 | 11.36% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'955 CHF | 8'569 CHF | 98.26% | 98.26% |
04.07.2024 | 25.73% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 68'436 | 53'687 | 4'446 CHF | 4'368 CHF | 99.38% | 99.38% |
03.07.2024 | 11.34% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'198 CHF | 8'660 CHF | 100.00% | 100.00% |
02.07.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'906 CHF | 8'912 CHF | 99.96% | 99.96% |
01.07.2024 | 9.96% | 0.09 CHF | 0.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 27'002 CHF | 9'943 CHF | 86.37% | 86.37% |