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 | 11.74% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 623'970 | 323'970 | 50'051 CHF | 29'225 CHF | 100.00% | 100.00% |
12.07.2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 607'973 | 311'103 | 50'185 CHF | 28'781 CHF | 99.77% | 99.77% |
11.07.2024 | 11.07% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 598'177 | 300'000 | 51'068 CHF | 28'615 CHF | 100.00% | 100.00% |
10.07.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 580'956 | 300'000 | 51'551 CHF | 29'632 CHF | 94.69% | 94.69% |
09.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 574'906 | 300'251 | 51'742 CHF | 30'025 CHF | 99.67% | 99.67% |
08.07.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 504'686 | 487'503 | 49'913 CHF | 53'223 CHF | 100.00% | 100.00% |
05.07.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 506'254 | 483'321 | 50'144 CHF | 52'893 CHF | 100.00% | 100.00% |
04.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 49'958 CHF | 54'958 CHF | 100.00% | 100.00% |
03.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'517 | 499'517 | 49'952 CHF | 54'947 CHF | 99.31% | 99.31% |
02.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.61% | 99.61% |