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 | 9.01% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'898 | 483'894 | 51'332 CHF | 56'170 CHF | 100.00% | 100.00% |
12.07.2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'620 | 485'622 | 50'530 CHF | 55'386 CHF | 98.45% | 98.45% |
11.07.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 486'873 | 485'511 | 50'589 CHF | 55'294 CHF | 99.23% | 99.23% |
10.07.2024 | 11.95% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 645'542 | 333'993 | 50'790 CHF | 29'614 CHF | 99.77% | 99.77% |
09.07.2024 | 12.14% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 649'068 | 336'515 | 50'224 CHF | 29'402 CHF | 100.00% | 100.00% |
08.07.2024 | 12.40% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 661'812 | 344'944 | 50'081 CHF | 29'552 CHF | 98.99% | 98.99% |
05.07.2024 | 12.52% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 676'394 | 347'519 | 50'650 CHF | 29'474 CHF | 100.00% | 100.00% |
04.07.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 615'955 | 316'838 | 50'222 CHF | 28'986 CHF | 98.15% | 98.15% |
03.07.2024 | 13.48% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 732'222 | 378'611 | 50'653 CHF | 29'979 CHF | 100.00% | 100.00% |
02.07.2024 | 15.04% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 829'356 | 419'757 | 50'984 CHF | 30'019 CHF | 100.00% | 100.00% |