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 | 13.74% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 740'866 | 382'931 | 50'256 CHF | 29'807 CHF | 100.00% | 100.00% |
12.07.2024 | 13.66% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 738'236 | 382'544 | 50'335 CHF | 29'911 CHF | 98.40% | 98.40% |
11.07.2024 | 13.19% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 708'504 | 367'779 | 50'169 CHF | 29'726 CHF | 99.03% | 99.03% |
10.07.2024 | 12.68% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 688'157 | 356'580 | 50'814 CHF | 29'897 CHF | 99.78% | 99.78% |
09.07.2024 | 11.13% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 598'730 | 307'439 | 50'847 CHF | 29'185 CHF | 100.00% | 100.00% |
08.07.2024 | 9.71% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'666 | 460'900 | 50'402 CHF | 50'098 CHF | 98.99% | 98.99% |
05.07.2024 | 9.66% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 506'770 | 479'104 | 49'964 CHF | 52'181 CHF | 100.00% | 100.00% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'330 | 299'549 | 51'480 CHF | 29'939 CHF | 98.15% | 98.15% |
03.07.2024 | 14.11% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 775'496 | 394'456 | 50'992 CHF | 29'916 CHF | 100.00% | 100.00% |
02.07.2024 | 18.41% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 993'758 | 457'348 | 49'148 CHF | 27'402 CHF | 100.00% | 100.00% |