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 | 9.60% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 512'742 | 447'909 | 50'850 CHF | 49'456 CHF | 100.00% | 100.00% |
12.07.2024 | 9.41% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 495'981 | 484'483 | 50'246 CHF | 54'049 CHF | 99.69% | 99.69% |
11.07.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 496'100 | 496'101 | 50'451 CHF | 55'412 CHF | 99.24% | 99.24% |
10.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 580'567 | 300'543 | 51'632 CHF | 29'742 CHF | 96.09% | 96.09% |
09.07.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 598'455 | 300'000 | 50'988 CHF | 28'561 CHF | 99.65% | 99.65% |
08.07.2024 | 10.41% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 566'481 | 322'717 | 51'614 CHF | 32'797 CHF | 99.84% | 99.84% |
05.07.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 511'736 | 466'792 | 50'331 CHF | 50'935 CHF | 100.00% | 100.00% |
04.07.2024 | 9.17% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 489'584 | 489'584 | 51'024 CHF | 55'920 CHF | 100.00% | 100.00% |
03.07.2024 | 9.54% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'339 | 496'428 | 50'043 CHF | 54'553 CHF | 99.25% | 99.25% |
02.07.2024 | 11.55% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 618'524 | 316'171 | 50'480 CHF | 28'949 CHF | 99.67% | 99.67% |