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 | 11.45% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 399'912 | 100'000 | 50'592 CHF | 14'215 CHF | 89.98% | 89.98% |
12.07.2024 | 12.42% | 0.12 CHF | 0.14 CHF | 420'000 | 100'000 | 408'842 | 100'000 | 50'512 CHF | 14'000 CHF | 87.00% | 87.00% |
11.07.2024 | 11.43% | 0.12 CHF | 0.14 CHF | 420'000 | 100'000 | 391'138 | 100'000 | 50'573 CHF | 14'524 CHF | 91.65% | 91.65% |
10.07.2024 | 10.65% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 431'616 | 100'000 | 50'458 CHF | 13'018 CHF | 99.39% | 99.39% |
09.07.2024 | 17.59% | 0.11 CHF | 0.13 CHF | 460'000 | 100'000 | 126'986 | 59'456 | 14'014 CHF | 7'764 CHF | 97.89% | 97.89% |
08.07.2024 | 11.42% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 465'073 | 100'000 | 50'524 CHF | 12'191 CHF | 100.00% | 100.00% |
05.07.2024 | 12.49% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 491'739 | 100'000 | 50'124 CHF | 11'569 CHF | 99.53% | 99.53% |
04.07.2024 | 11.91% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 461'772 | 100'000 | 50'573 CHF | 12'351 CHF | 99.58% | 99.58% |
03.07.2024 | 12.31% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 483'618 | 100'000 | 50'246 CHF | 11'770 CHF | 99.50% | 99.50% |
02.07.2024 | 10.89% | 0.11 CHF | 0.13 CHF | 460'000 | 100'000 | 445'534 | 100'000 | 50'528 CHF | 12'669 CHF | 98.29% | 98.29% |