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 | 11.78% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 627'280 | 326'140 | 50'097 CHF | 29'308 CHF | 100.00% | 100.00% |
12.07.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 612'704 | 315'388 | 50'096 CHF | 28'934 CHF | 99.68% | 99.68% |
11.07.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 599'474 | 300'263 | 50'983 CHF | 28'540 CHF | 99.14% | 99.14% |
10.07.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 582'619 | 301'165 | 51'440 CHF | 29'618 CHF | 96.11% | 96.11% |
09.07.2024 | 10.10% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 542'214 | 387'429 | 50'935 CHF | 40'793 CHF | 99.65% | 99.65% |
08.07.2024 | 10.57% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 573'511 | 318'612 | 51'366 CHF | 31'946 CHF | 99.85% | 99.85% |
05.07.2024 | 11.42% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 612'470 | 312'499 | 50'571 CHF | 28'914 CHF | 100.00% | 100.00% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'000 | 300'000 | 51'719 CHF | 29'984 CHF | 100.00% | 100.00% |
03.07.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 583'908 | 303'537 | 51'338 CHF | 29'746 CHF | 99.23% | 99.23% |
02.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.66% | 99.66% |