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 | 10.47% | 0.08 CHF | 0.09 CHF | 419'094 | 75'000 | 384'237 | 75'000 | 36'151 CHF | 7'862 CHF | 95.46% | 95.46% |
12.07.2024 | 10.69% | 0.09 CHF | 0.10 CHF | 393'308 | 75'000 | 418'081 | 75'000 | 37'242 CHF | 7'436 CHF | 98.90% | 98.90% |
11.07.2024 | 9.19% | 0.11 CHF | 0.12 CHF | 370'238 | 75'000 | 363'681 | 75'000 | 38'561 CHF | 8'723 CHF | 94.10% | 94.10% |
10.07.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 404'895 | 75'000 | 425'007 | 75'000 | 39'598 CHF | 7'750 CHF | 100.00% | 100.00% |
09.07.2024 | 11.02% | 0.08 CHF | 0.09 CHF | 440'381 | 75'000 | 443'352 | 75'000 | 38'093 CHF | 7'198 CHF | 100.00% | 100.00% |
08.07.2024 | 10.86% | 0.09 CHF | 0.10 CHF | 412'894 | 75'000 | 444'159 | 75'000 | 38'788 CHF | 7'311 CHF | 83.70% | 83.70% |
05.07.2024 | 14.48% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 32'214 CHF | 5'582 CHF | 98.83% | 98.83% |
04.07.2024 | 14.59% | 0.06 CHF | 0.07 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 31'949 CHF | 5'542 CHF | 99.19% | 99.19% |
03.07.2024 | 18.77% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 24'363 CHF | 4'405 CHF | 99.82% | 99.82% |
02.07.2024 | 14.77% | 0.07 CHF | 0.08 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 31'490 CHF | 5'473 CHF | 93.24% | 93.24% |