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 | 12.09% | 0.05 CHF | 0.06 CHF | 1'000'000 | 250'000 | 646'495 | 306'393 | 50'573 CHF | 27'822 CHF | 99.06% | 99.06% |
12.07.2024 | 12.90% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 696'068 | 361'611 | 50'458 CHF | 29'833 CHF | 98.85% | 98.85% |
11.07.2024 | 13.32% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 713'236 | 371'303 | 50'057 CHF | 29'761 CHF | 97.76% | 97.76% |
10.07.2024 | 13.72% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 741'446 | 384'285 | 50'344 CHF | 29'933 CHF | 95.13% | 95.13% |
09.07.2024 | 14.72% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 804'209 | 409'779 | 50'618 CHF | 29'911 CHF | 98.62% | 98.62% |
08.07.2024 | 13.34% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 716'199 | 372'684 | 50'114 CHF | 29'804 CHF | 98.59% | 98.59% |
05.07.2024 | 15.01% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 821'710 | 414'531 | 50'637 CHF | 29'707 CHF | 99.17% | 99.17% |
04.07.2024 | 14.42% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 779'175 | 401'029 | 50'142 CHF | 29'828 CHF | 99.18% | 99.18% |
03.07.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 576'689 | 304'980 | 51'087 CHF | 30'078 CHF | 98.44% | 98.44% |
02.07.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'044 | 495'044 | 49'756 CHF | 54'706 CHF | 98.85% | 98.85% |