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 | 11.08% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 499'930 | 50'000 | 42'769 CHF | 4'777 CHF | 99.72% | 99.72% |
12.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 495'586 | 50'000 | 495'586 | 50'000 | 44'603 CHF | 5'000 CHF | 99.01% | 99.01% |
11.07.2024 | 10.40% | 0.09 CHF | 0.10 CHF | 483'197 | 50'000 | 487'692 | 50'000 | 44'503 CHF | 5'063 CHF | 99.09% | 99.09% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 45'000 CHF | 5'000 CHF | 100.00% | 100.00% |
09.07.2024 | 10.55% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 498'769 | 50'000 | 44'833 CHF | 4'994 CHF | 100.00% | 100.00% |
08.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 45'000 CHF | 5'000 CHF | 99.68% | 99.68% |
05.07.2024 | 10.39% | 0.10 CHF | 0.11 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 45'676 CHF | 5'068 CHF | 98.98% | 98.98% |
04.07.2024 | 11.53% | 0.09 CHF | 0.10 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 40'964 CHF | 4'596 CHF | 100.00% | 100.00% |
03.07.2024 | 11.58% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 40'763 CHF | 4'576 CHF | 100.00% | 100.00% |
02.07.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 500'000 | 50'000 | 500'000 | 50'000 | 37'207 CHF | 4'221 CHF | 99.80% | 99.80% |