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 | 8.77% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 421'350 | 75'000 | 50'447 CHF | 9'814 CHF | 99.72% | 99.72% |
12.07.2024 | 9.81% | 0.12 CHF | 0.14 CHF | 420'000 | 75'000 | 425'839 | 75'000 | 50'454 CHF | 9'815 CHF | 98.15% | 98.15% |
11.07.2024 | 10.68% | 0.13 CHF | 0.15 CHF | 390'000 | 75'000 | 409'513 | 75'000 | 50'521 CHF | 10'317 CHF | 98.54% | 98.54% |
10.07.2024 | 15.81% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 442'261 | 94'141 | 44'188 CHF | 10'874 CHF | 100.00% | 100.00% |
09.07.2024 | 11.21% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 474'948 | 100'000 | 50'258 CHF | 11'852 CHF | 100.00% | 100.00% |
08.07.2024 | 8.96% | 0.11 CHF | 0.13 CHF | 460'000 | 75'000 | 418'240 | 75'000 | 50'460 CHF | 9'908 CHF | 100.00% | 100.00% |
05.07.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 366'178 | 75'000 | 50'459 CHF | 11'152 CHF | 98.09% | 98.09% |
04.07.2024 | 9.04% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 386'439 | 75'000 | 50'664 CHF | 10'773 CHF | 100.00% | 100.00% |
03.07.2024 | 10.97% | 0.13 CHF | 0.15 CHF | 390'000 | 100'000 | 412'357 | 100'000 | 50'521 CHF | 13'700 CHF | 100.00% | 100.00% |
02.07.2024 | 13.74% | 0.10 CHF | 0.12 CHF | 500'000 | 100'000 | 494'000 | 100'000 | 48'443 CHF | 11'254 CHF | 100.00% | 100.00% |