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 | 7.74% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 412'541 | 412'542 | 51'279 CHF | 55'404 CHF | 100.00% | 100.00% |
12.07.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 425'211 | 425'209 | 50'750 CHF | 55'002 CHF | 98.43% | 98.43% |
11.07.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 450'086 | 450'085 | 51'314 CHF | 55'814 CHF | 99.23% | 99.23% |
10.07.2024 | 10.01% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 542'707 | 371'998 | 51'482 CHF | 39'809 CHF | 99.78% | 99.78% |
09.07.2024 | 9.72% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'667 | 460'880 | 50'330 CHF | 50'071 CHF | 100.00% | 100.00% |
08.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'598 | 496'598 | 49'660 CHF | 54'626 CHF | 98.98% | 98.98% |
05.07.2024 | 9.83% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 522'309 | 440'518 | 50'495 CHF | 47'411 CHF | 100.00% | 100.00% |
04.07.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'104 | 487'516 | 49'963 CHF | 53'488 CHF | 98.16% | 98.16% |
03.07.2024 | 10.72% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 584'745 | 301'665 | 51'656 CHF | 29'673 CHF | 100.00% | 100.00% |
02.07.2024 | 12.01% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 645'254 | 333'242 | 50'522 CHF | 29'416 CHF | 100.00% | 100.00% |