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 | 11.02% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 594'032 | 306'106 | 50'985 CHF | 29'338 CHF | 100.00% | 100.00% |
12.07.2024 | 11.50% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 616'857 | 317'948 | 50'588 CHF | 29'249 CHF | 99.69% | 99.69% |
11.07.2024 | 12.17% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 651'095 | 339'086 | 50'234 CHF | 29'557 CHF | 98.52% | 98.52% |
10.07.2024 | 12.64% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 686'406 | 355'703 | 50'860 CHF | 29'914 CHF | 96.11% | 96.11% |
09.07.2024 | 11.51% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 618'072 | 316'579 | 50'658 CHF | 29'101 CHF | 99.66% | 99.66% |
08.07.2024 | 9.72% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'922 | 458'310 | 50'396 CHF | 49'811 CHF | 99.85% | 99.85% |
05.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'471 | 499'471 | 50'129 CHF | 55'124 CHF | 100.00% | 100.00% |
04.07.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'858 | 490'858 | 50'744 CHF | 55'653 CHF | 100.00% | 100.00% |
03.07.2024 | 9.03% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 485'084 | 485'084 | 51'339 CHF | 56'190 CHF | 99.25% | 99.25% |
02.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'822 | 498'822 | 49'951 CHF | 54'939 CHF | 99.68% | 99.68% |