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 | 9.64% | 0.09 CHF | 0.10 CHF | 403'263 | 50'000 | 387'687 | 50'000 | 38'386 CHF | 5'458 CHF | 98.73% | 98.73% |
12.07.2024 | 10.42% | 0.10 CHF | 0.11 CHF | 379'160 | 50'000 | 419'652 | 50'000 | 38'284 CHF | 5'073 CHF | 99.38% | 99.38% |
11.07.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 434'288 | 75'000 | 415'952 | 75'000 | 34'202 CHF | 6'910 CHF | 99.16% | 99.16% |
10.07.2024 | 13.17% | 0.08 CHF | 0.09 CHF | 488'300 | 75'000 | 494'986 | 75'000 | 35'202 CHF | 6'086 CHF | 100.00% | 100.00% |
09.07.2024 | 11.29% | 0.07 CHF | 0.08 CHF | 483'246 | 75'000 | 443'477 | 75'000 | 37'191 CHF | 7'037 CHF | 100.00% | 100.00% |
08.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 447'520 | 50'000 | 433'289 | 50'000 | 39'049 CHF | 5'006 CHF | 100.00% | 100.00% |
05.07.2024 | 8.80% | 0.10 CHF | 0.11 CHF | 416'139 | 50'000 | 368'397 | 50'000 | 40'127 CHF | 5'961 CHF | 99.62% | 99.62% |
04.07.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 410'384 | 50'000 | 411'235 | 50'000 | 40'546 CHF | 5'431 CHF | 100.00% | 100.00% |
03.07.2024 | 10.69% | 0.10 CHF | 0.11 CHF | 413'414 | 75'000 | 447'978 | 75'000 | 39'749 CHF | 7'407 CHF | 99.73% | 99.73% |
02.07.2024 | 11.90% | 0.08 CHF | 0.09 CHF | 495'905 | 50'000 | 492'568 | 50'000 | 38'991 CHF | 4'458 CHF | 100.00% | 100.00% |