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 | 8.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 457'587 | 457'588 | 51'969 CHF | 56'545 CHF | 100.00% | 100.00% |
12.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 492'608 | 478'149 | 49'938 CHF | 53'400 CHF | 98.45% | 98.45% |
11.07.2024 | 8.96% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'710 | 478'700 | 51'078 CHF | 55'864 CHF | 99.33% | 99.33% |
10.07.2024 | 9.21% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 494'412 | 462'278 | 51'302 CHF | 53'008 CHF | 99.79% | 99.79% |
09.07.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 542'063 | 387'842 | 50'945 CHF | 40'943 CHF | 100.00% | 100.00% |
08.07.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 472'155 | 472'145 | 51'154 CHF | 55'875 CHF | 98.99% | 98.99% |
05.07.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'166 | 415'166 | 51'444 CHF | 55'596 CHF | 100.00% | 100.00% |
04.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 456'672 | 456'653 | 51'513 CHF | 56'078 CHF | 98.17% | 98.17% |
03.07.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 561'810 | 335'157 | 51'693 CHF | 34'515 CHF | 100.00% | 100.00% |
02.07.2024 | 11.38% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 610'187 | 324'189 | 50'581 CHF | 30'279 CHF | 100.00% | 100.00% |