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 | 10.84% | 0.08 CHF | 0.09 CHF | 500'000 | 20'000 | 477'083 | 20'000 | 41'716 CHF | 1'951 CHF | 89.06% | 89.06% |
12.07.2024 | 11.19% | 0.08 CHF | 0.09 CHF | 500'000 | 10'000 | 472'903 | 10'000 | 40'093 CHF | 951 CHF | 96.83% | 96.83% |
11.07.2024 | 10.66% | 0.10 CHF | 0.11 CHF | 420'023 | 20'000 | 472'030 | 20'000 | 42'055 CHF | 1'990 CHF | 99.08% | 99.08% |
10.07.2024 | 11.31% | 0.08 CHF | 0.09 CHF | 500'000 | 20'000 | 494'795 | 20'000 | 41'389 CHF | 1'873 CHF | 99.42% | 99.42% |
09.07.2024 | 10.18% | 0.09 CHF | 0.10 CHF | 489'690 | 20'000 | 454'959 | 20'000 | 42'518 CHF | 2'070 CHF | 99.90% | 99.90% |
08.07.2024 | 9.60% | 0.09 CHF | 0.10 CHF | 452'381 | 10'000 | 437'866 | 10'000 | 43'533 CHF | 1'095 CHF | 100.00% | 100.00% |
05.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 420'658 | 20'000 | 423'454 | 20'000 | 45'831 CHF | 2'365 CHF | 89.42% | 89.42% |
04.07.2024 | 10.32% | 0.09 CHF | 0.10 CHF | 463'457 | 20'000 | 466'386 | 20'000 | 42'915 CHF | 2'041 CHF | 100.00% | 100.00% |
03.07.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 38'275 CHF | 1'731 CHF | 82.74% | 82.74% |
02.07.2024 | 14.85% | 0.07 CHF | 0.08 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 31'308 CHF | 1'452 CHF | 98.40% | 98.40% |