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 | 9.42% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 99'832 | 50'944 CHF | 11'167 CHF | 99.38% | 99.38% |
12.07.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 500'000 | 100'000 | 500'000 | 99'182 | 50'924 CHF | 11'079 CHF | 99.38% | 99.38% |
11.07.2024 | 9.20% | 0.11 CHF | 0.12 CHF | 500'000 | 100'000 | 500'000 | 99'799 | 52'045 CHF | 11'381 CHF | 99.38% | 99.38% |
10.07.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 54'203 CHF | 11'841 CHF | 99.38% | 99.38% |
09.07.2024 | 8.10% | 0.11 CHF | 0.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 59'503 CHF | 12'901 CHF | 99.38% | 99.38% |
08.07.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 55'725 CHF | 12'145 CHF | 99.38% | 99.38% |
05.07.2024 | 11.23% | 0.08 CHF | 0.09 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 42'163 CHF | 9'433 CHF | 99.38% | 99.38% |
04.07.2024 | 10.06% | 0.09 CHF | 0.10 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 47'327 CHF | 10'465 CHF | 98.59% | 98.59% |
03.07.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 50'481 CHF | 11'096 CHF | 99.38% | 99.38% |
02.07.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 48'732 CHF | 10'746 CHF | 99.38% | 99.38% |