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 | 10.23% | 0.09 CHF | 0.10 CHF | 500'000 | 20'000 | 494'573 | 20'000 | 45'961 CHF | 2'062 CHF | 58.30% | 58.30% |
12.07.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 500'000 | 10'000 | 478'078 | 10'000 | 47'080 CHF | 1'088 CHF | 96.83% | 96.83% |
11.07.2024 | 9.50% | 0.12 CHF | 0.13 CHF | 440'994 | 20'000 | 480'059 | 20'000 | 48'274 CHF | 2'219 CHF | 74.83% | 74.83% |
10.07.2024 | 9.92% | 0.09 CHF | 0.10 CHF | 500'000 | 20'000 | 488'406 | 20'000 | 46'886 CHF | 2'122 CHF | 93.47% | 93.47% |
09.07.2024 | 9.05% | 0.10 CHF | 0.11 CHF | 484'116 | 20'000 | 469'275 | 20'000 | 49'525 CHF | 2'313 CHF | 80.52% | 80.52% |
08.07.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 487'860 | 10'000 | 448'147 | 10'000 | 49'686 CHF | 1'211 CHF | 80.82% | 80.82% |
05.07.2024 | 8.15% | 0.12 CHF | 0.13 CHF | 455'445 | 20'000 | 427'360 | 20'000 | 50'295 CHF | 2'557 CHF | 75.37% | 75.37% |
04.07.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 486'795 | 20'000 | 491'861 | 20'000 | 49'332 CHF | 2'206 CHF | 36.78% | 36.78% |
03.07.2024 | 11.06% | 0.09 CHF | 0.10 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 42'830 CHF | 1'913 CHF | 82.74% | 82.74% |
02.07.2024 | 12.91% | 0.08 CHF | 0.09 CHF | 500'000 | 20'000 | 500'000 | 20'000 | 36'354 CHF | 1'654 CHF | 98.40% | 98.40% |