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 | 8.58% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 453'342 | 453'341 | 50'604 CHF | 55'137 CHF | 100.00% | 100.00% |
12.07.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 436'266 | 436'258 | 50'862 CHF | 55'224 CHF | 98.45% | 98.45% |
11.07.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 440'038 | 440'048 | 51'307 CHF | 55'709 CHF | 99.30% | 99.30% |
10.07.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 477'665 | 477'665 | 52'082 CHF | 56'859 CHF | 99.78% | 99.78% |
09.07.2024 | 8.80% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 478'077 | 478'078 | 51'955 CHF | 56'736 CHF | 100.00% | 100.00% |
08.07.2024 | 8.77% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'896 | 473'899 | 51'706 CHF | 56'446 CHF | 98.97% | 98.97% |
05.07.2024 | 9.06% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 488'215 | 487'480 | 51'511 CHF | 56'305 CHF | 100.00% | 100.00% |
04.07.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 563'121 | 410'770 | 50'837 CHF | 42'310 CHF | 98.15% | 98.15% |
03.07.2024 | 12.15% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 652'889 | 335'948 | 50'475 CHF | 29'316 CHF | 100.00% | 100.00% |
02.07.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 602'825 | 315'773 | 51'089 CHF | 30'007 CHF | 100.00% | 100.00% |