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 | 11.16% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 602'084 | 302'084 | 50'924 CHF | 28'568 CHF | 100.00% | 100.00% |
12.07.2024 | 10.97% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 590'785 | 299'550 | 50'903 CHF | 28'819 CHF | 99.69% | 99.69% |
11.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'026 | 299'473 | 51'482 CHF | 29'947 CHF | 98.79% | 98.79% |
10.07.2024 | 10.76% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'027 | 300'000 | 51'434 CHF | 29'390 CHF | 96.09% | 96.09% |
09.07.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 601'352 | 307'037 | 50'940 CHF | 29'080 CHF | 99.67% | 99.67% |
08.07.2024 | 12.30% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 660'995 | 342'998 | 50'446 CHF | 29'608 CHF | 99.85% | 99.85% |
05.07.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 675'447 | 350'224 | 50'640 CHF | 29'760 CHF | 100.00% | 100.00% |
04.07.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 625'000 | 325'000 | 50'000 CHF | 29'250 CHF | 100.00% | 100.00% |
03.07.2024 | 11.30% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 604'977 | 314'527 | 50'518 CHF | 29'433 CHF | 99.25% | 99.25% |
02.07.2024 | 8.97% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'571 | 483'571 | 51'563 CHF | 56'399 CHF | 99.67% | 99.67% |