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 | 10.18% | 0.09 CHF | 0.10 CHF | 451'012 | 75'000 | 452'645 | 75'000 | 42'293 CHF | 7'756 CHF | 98.72% | 98.72% |
12.07.2024 | 10.55% | 0.10 CHF | 0.11 CHF | 463'241 | 75'000 | 488'407 | 75'000 | 43'953 CHF | 7'507 CHF | 99.38% | 99.38% |
11.07.2024 | 11.40% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 499'582 | 75'000 | 41'446 CHF | 6'972 CHF | 99.16% | 99.16% |
10.07.2024 | 13.14% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'606 CHF | 6'091 CHF | 100.00% | 100.00% |
09.07.2024 | 12.22% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 38'578 CHF | 6'537 CHF | 100.00% | 100.00% |
08.07.2024 | 11.67% | 0.08 CHF | 0.09 CHF | 500'000 | 75'000 | 499'989 | 75'000 | 40'435 CHF | 6'815 CHF | 100.00% | 100.00% |
05.07.2024 | 9.66% | 0.09 CHF | 0.10 CHF | 498'056 | 75'000 | 451'712 | 75'000 | 44'514 CHF | 8'157 CHF | 88.52% | 88.52% |
04.07.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 475'723 | 75'000 | 484'913 | 75'000 | 47'218 CHF | 8'049 CHF | 100.00% | 100.00% |
03.07.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 44'418 CHF | 7'413 CHF | 99.73% | 99.73% |
02.07.2024 | 13.27% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 35'199 CHF | 6'030 CHF | 100.00% | 100.00% |