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% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 148'481 | 69'958 CHF | 15'325 CHF | 99.16% | 99.16% |
12.07.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 750'000 | 150'000 | 750'000 | 112'075 | 74'745 CHF | 12'253 CHF | 99.16% | 99.16% |
11.07.2024 | 9.45% | 0.11 CHF | 0.12 CHF | 750'000 | 100'000 | 750'000 | 133'389 | 75'852 CHF | 14'721 CHF | 99.17% | 99.17% |
10.07.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 149'490 | 64'709 CHF | 14'391 CHF | 99.16% | 99.16% |
09.07.2024 | 13.01% | 0.07 CHF | 0.08 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 54'037 CHF | 12'308 CHF | 99.16% | 99.16% |
08.07.2024 | 12.91% | 0.07 CHF | 0.08 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 54'536 CHF | 12'407 CHF | 99.15% | 99.15% |
05.07.2024 | 11.87% | 0.08 CHF | 0.09 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 59'625 CHF | 13'425 CHF | 99.14% | 99.14% |
04.07.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 59'932 CHF | 13'486 CHF | 99.17% | 99.17% |
03.07.2024 | 13.15% | 0.08 CHF | 0.09 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 53'397 CHF | 12'179 CHF | 99.15% | 99.15% |
02.07.2024 | 16.49% | 0.07 CHF | 0.08 CHF | 750'000 | 150'000 | 750'000 | 162'477 | 42'331 CHF | 10'715 CHF | 99.17% | 99.17% |