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 | 7.45% | 0.13 CHF | 0.14 CHF | 860'000 | 860'000 | 384'090 | 384'090 | 51'253 CHF | 55'113 CHF | 100.00% | 100.00% |
12.07.2024 | 6.38% | 0.15 CHF | 0.16 CHF | 880'000 | 880'000 | 361'505 | 361'505 | 56'121 CHF | 59'752 CHF | 99.90% | 99.90% |
11.07.2024 | 7.77% | 0.14 CHF | 0.15 CHF | 880'000 | 880'000 | 388'479 | 388'479 | 50'396 CHF | 54'298 CHF | 99.99% | 99.99% |
10.07.2024 | 8.89% | 0.12 CHF | 0.13 CHF | 880'000 | 880'000 | 388'596 | 388'596 | 44'042 CHF | 47'946 CHF | 100.00% | 100.00% |
09.07.2024 | 9.98% | 0.11 CHF | 0.12 CHF | 880'000 | 880'000 | 387'937 | 387'937 | 38'570 CHF | 42'473 CHF | 100.00% | 100.00% |
08.07.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 388'210 | 388'210 | 35'849 CHF | 39'753 CHF | 100.00% | 100.00% |
05.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 880'000 | 880'000 | 388'489 | 388'489 | 39'423 CHF | 43'328 CHF | 99.89% | 99.89% |
04.07.2024 | 8.78% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 280'880 | 280'880 | 30'616 CHF | 33'425 CHF | 100.00% | 100.00% |
03.07.2024 | 9.69% | 0.11 CHF | 0.12 CHF | 880'000 | 880'000 | 388'515 | 388'515 | 40'239 CHF | 44'141 CHF | 100.00% | 100.00% |
02.07.2024 | 11.30% | 0.09 CHF | 0.10 CHF | 880'000 | 880'000 | 389'041 | 389'041 | 33'596 CHF | 37'504 CHF | 100.00% | 100.00% |