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 | 10.55% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'000 | 300'000 | 51'634 CHF | 29'940 CHF | 100.00% | 100.00% |
12.07.2024 | 10.27% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'404 | 347'972 | 51'094 CHF | 36'026 CHF | 99.77% | 99.77% |
11.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'789 | 489'295 | 50'197 CHF | 54'006 CHF | 100.00% | 100.00% |
10.07.2024 | 9.00% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 484'528 | 484'528 | 51'457 CHF | 56'303 CHF | 94.70% | 94.70% |
09.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'932 | 474'932 | 52'243 CHF | 56'992 CHF | 99.67% | 99.67% |
08.07.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 429'391 | 429'391 | 50'862 CHF | 55'156 CHF | 100.00% | 100.00% |
05.07.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 469'555 | 469'556 | 52'133 CHF | 56'829 CHF | 100.00% | 100.00% |
04.07.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 440'529 | 440'529 | 51'253 CHF | 55'659 CHF | 100.00% | 100.00% |
03.07.2024 | 7.98% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'730 | 423'730 | 50'996 CHF | 55'233 CHF | 99.31% | 99.31% |
02.07.2024 | 7.21% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 389'808 | 389'807 | 52'141 CHF | 56'039 CHF | 99.62% | 99.62% |