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 | 9.13% | 0.09 CHF | 0.10 CHF | 650'000 | 325'000 | 588'924 | 516'329 | 61'787 CHF | 60'393 CHF | 100.00% | 100.00% |
12.07.2024 | 8.96% | 0.12 CHF | 0.13 CHF | 575'000 | 575'000 | 587'216 | 587'221 | 62'643 CHF | 68'515 CHF | 98.97% | 98.97% |
11.07.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 621'720 | 537'889 | 60'933 CHF | 58'669 CHF | 99.03% | 99.03% |
10.07.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 709'272 | 359'641 | 60'541 CHF | 34'307 CHF | 99.83% | 99.83% |
09.07.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 700'000 | 350'000 | 677'027 | 367'018 | 60'565 CHF | 36'676 CHF | 100.00% | 100.00% |
08.07.2024 | 10.59% | 0.09 CHF | 0.10 CHF | 700'000 | 350'000 | 680'881 | 354'152 | 60'879 CHF | 35'241 CHF | 100.00% | 100.00% |
05.07.2024 | 9.70% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 632'920 | 571'556 | 62'095 CHF | 62'249 CHF | 100.00% | 100.00% |
04.07.2024 | 10.57% | 0.10 CHF | 0.11 CHF | 650'000 | 325'000 | 677'974 | 397'452 | 60'860 CHF | 40'152 CHF | 100.00% | 100.00% |
03.07.2024 | 11.11% | 0.08 CHF | 0.09 CHF | 700'000 | 350'000 | 711'294 | 360'498 | 60'481 CHF | 34'255 CHF | 99.49% | 99.49% |
02.07.2024 | 12.36% | 0.08 CHF | 0.09 CHF | 775'000 | 400'000 | 796'899 | 404'496 | 60'534 CHF | 34'774 CHF | 100.00% | 100.00% |