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 | 10.20% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 545'683 | 382'494 | 50'725 CHF | 40'054 CHF | 99.39% | 99.39% |
12.07.2024 | 10.85% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 583'301 | 299'069 | 50'852 CHF | 29'075 CHF | 99.09% | 99.09% |
11.07.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 562'248 | 329'008 | 51'325 CHF | 33'582 CHF | 98.69% | 98.69% |
10.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 571'460 | 303'108 | 51'491 CHF | 30'370 CHF | 95.47% | 95.47% |
09.07.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 518'883 | 443'745 | 50'418 CHF | 47'967 CHF | 99.06% | 99.06% |
08.07.2024 | 10.57% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'060 | 300'238 | 51'533 CHF | 29'911 CHF | 99.24% | 99.24% |
05.07.2024 | 10.26% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 548'040 | 364'596 | 50'667 CHF | 37'671 CHF | 99.39% | 99.39% |
04.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'971 | 496'074 | 49'882 CHF | 54'554 CHF | 99.38% | 99.38% |
03.07.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'943 | 488'943 | 50'691 CHF | 55'580 CHF | 98.63% | 98.63% |
02.07.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 468'333 | 468'333 | 51'925 CHF | 56'608 CHF | 99.05% | 99.05% |