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 | 11.55% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 73'660 CHF | 27'553 CHF | 99.16% | 99.16% |
12.07.2024 | 12.02% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 71'268 CHF | 26'756 CHF | 99.17% | 99.17% |
11.07.2024 | 11.28% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 76'223 CHF | 28'408 CHF | 99.16% | 99.16% |
10.07.2024 | 12.27% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 69'160 CHF | 26'053 CHF | 99.16% | 99.16% |
09.07.2024 | 10.76% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 79'396 CHF | 29'465 CHF | 99.17% | 99.17% |
08.07.2024 | 9.55% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 898'994 | 299'665 | 89'969 CHF | 32'986 CHF | 99.15% | 99.15% |
05.07.2024 | 8.87% | 0.11 CHF | 0.12 CHF | 900'000 | 300'000 | 889'465 | 296'488 | 95'954 CHF | 34'949 CHF | 99.15% | 99.15% |
04.07.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 85'019 CHF | 31'340 CHF | 99.17% | 99.17% |
03.07.2024 | 11.94% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 71'000 CHF | 26'667 CHF | 99.15% | 99.15% |
02.07.2024 | 14.85% | 0.07 CHF | 0.08 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 56'341 CHF | 21'780 CHF | 99.17% | 99.17% |