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 | 11.12% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 600'521 | 300'782 | 50'995 CHF | 28'549 CHF | 100.00% | 100.00% |
12.07.2024 | 10.66% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 581'375 | 300'000 | 51'658 CHF | 29'665 CHF | 99.76% | 99.76% |
11.07.2024 | 10.13% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 535'931 | 434'639 | 50'176 CHF | 46'060 CHF | 100.00% | 100.00% |
10.07.2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'923 | 486'878 | 50'065 CHF | 53'300 CHF | 94.69% | 94.69% |
09.07.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'943 CHF | 54'943 CHF | 99.67% | 99.67% |
08.07.2024 | 9.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 520'744 | 444'684 | 50'282 CHF | 47'853 CHF | 100.00% | 100.00% |
05.07.2024 | 9.08% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 486'809 | 486'809 | 51'226 CHF | 56'094 CHF | 100.00% | 100.00% |
04.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 467'423 | 467'422 | 52'131 CHF | 56'805 CHF | 100.00% | 100.00% |
03.07.2024 | 8.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 431'232 | 431'232 | 51'171 CHF | 55'483 CHF | 99.33% | 99.33% |
02.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 404'904 | 404'904 | 51'722 CHF | 55'771 CHF | 99.62% | 99.62% |