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 | 9.89% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 27'219 CHF | 10'016 CHF | 99.01% | 99.01% |
11.07.2024 | 10.58% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 25'310 CHF | 9'379 CHF | 99.09% | 99.09% |
10.07.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'859 CHF | 8'532 CHF | 100.00% | 100.00% |
09.07.2024 | 22.15% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 103'432 | 60'686 | 7'128 CHF | 5'112 CHF | 100.00% | 100.00% |
08.07.2024 | 13.03% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 19'870 CHF | 7'546 CHF | 99.38% | 99.38% |
05.07.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 21'481 CHF | 8'074 CHF | 98.26% | 98.26% |
04.07.2024 | 25.54% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 68'437 | 53'687 | 4'452 CHF | 4'383 CHF | 99.37% | 99.37% |
03.07.2024 | 12.98% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'273 CHF | 7'695 CHF | 99.76% | 99.76% |
02.07.2024 | 12.69% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 20'985 CHF | 7'943 CHF | 100.00% | 100.00% |
01.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 22'787 CHF | 8'536 CHF | 86.37% | 86.37% |