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 | 13.94% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 758'499 | 388'366 | 50'585 CHF | 29'812 CHF | 100.00% | 100.00% |
12.07.2024 | 12.79% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 685'414 | 356'246 | 50'166 CHF | 29'639 CHF | 98.39% | 98.39% |
11.07.2024 | 11.91% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 632'493 | 328'984 | 49'938 CHF | 29'262 CHF | 98.92% | 98.92% |
10.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 622'154 | 321'101 | 50'268 CHF | 29'145 CHF | 99.77% | 99.77% |
09.07.2024 | 11.06% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 596'750 | 301'703 | 51'005 CHF | 28'809 CHF | 100.00% | 100.00% |
08.07.2024 | 10.70% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 581'605 | 302'084 | 51'435 CHF | 29'753 CHF | 98.98% | 98.98% |
05.07.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 559'725 | 340'733 | 51'190 CHF | 34'874 CHF | 100.00% | 100.00% |
04.07.2024 | 9.77% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 522'092 | 431'610 | 50'795 CHF | 46'949 CHF | 98.16% | 98.16% |
03.07.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'777 | 485'777 | 51'179 CHF | 56'037 CHF | 100.00% | 100.00% |
02.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'100 | 468'101 | 52'202 CHF | 56'883 CHF | 100.00% | 100.00% |