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 | 12.17% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 657'654 | 337'086 | 50'754 CHF | 29'358 CHF | 100.00% | 100.00% |
12.07.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 654'611 | 341'008 | 49'713 CHF | 29'284 CHF | 98.45% | 98.45% |
11.07.2024 | 14.21% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 767'054 | 395'519 | 50'146 CHF | 29'823 CHF | 99.26% | 99.26% |
10.07.2024 | 12.10% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 650'058 | 336'338 | 50'454 CHF | 29'463 CHF | 99.77% | 99.77% |
09.07.2024 | 15.96% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 885'830 | 451'636 | 51'077 CHF | 30'553 CHF | 100.00% | 100.00% |
08.07.2024 | 16.83% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 913'549 | 442'022 | 49'735 CHF | 28'661 CHF | 98.98% | 98.98% |
05.07.2024 | 14.94% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 818'514 | 417'202 | 50'690 CHF | 30'021 CHF | 100.00% | 100.00% |
04.07.2024 | 14.92% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 809'449 | 411'662 | 50'189 CHF | 29'657 CHF | 98.15% | 98.15% |
03.07.2024 | 13.40% | 0.06 CHF | 0.07 CHF | 775'000 | 400'000 | 722'748 | 373'549 | 50'306 CHF | 29'736 CHF | 100.00% | 100.00% |
02.07.2024 | 10.09% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 540'093 | 402'108 | 50'792 CHF | 42'531 CHF | 100.00% | 100.00% |