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 | 11.91% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 39'531 CHF | 17'812 CHF | 98.91% | 98.91% |
11.07.2024 | 12.11% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 38'901 CHF | 17'560 CHF | 94.28% | 94.28% |
10.07.2024 | 15.26% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 30'303 CHF | 14'121 CHF | 90.36% | 90.36% |
09.07.2024 | 13.91% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 33'588 CHF | 15'435 CHF | 100.00% | 100.00% |
08.07.2024 | 14.19% | 0.06 CHF | 0.07 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 32'914 CHF | 15'166 CHF | 100.00% | 100.00% |
05.07.2024 | 12.10% | 0.07 CHF | 0.08 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 38'946 CHF | 17'579 CHF | 98.86% | 98.86% |
04.07.2024 | 12.60% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 37'339 CHF | 16'936 CHF | 98.11% | 98.11% |
03.07.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 39'466 CHF | 17'787 CHF | 99.82% | 99.82% |
02.07.2024 | 11.81% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 39'840 CHF | 17'936 CHF | 100.00% | 100.00% |
01.07.2024 | 11.92% | 0.08 CHF | 0.09 CHF | 500'000 | 200'000 | 500'000 | 200'000 | 39'520 CHF | 17'808 CHF | 93.55% | 93.55% |