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 | 9.02% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 485'329 | 485'329 | 51'409 CHF | 56'263 CHF | 100.00% | 100.00% |
12.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'897 | 496'897 | 50'194 CHF | 55'163 CHF | 99.68% | 99.68% |
11.07.2024 | 9.91% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 532'144 | 439'078 | 51'061 CHF | 47'891 CHF | 99.14% | 99.14% |
10.07.2024 | 11.16% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 601'697 | 305'961 | 50'922 CHF | 28'954 CHF | 96.09% | 96.09% |
09.07.2024 | 10.48% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 568'862 | 330'361 | 51'472 CHF | 33'488 CHF | 99.64% | 99.64% |
08.07.2024 | 9.22% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 490'105 | 478'678 | 50'785 CHF | 54'522 CHF | 99.85% | 99.85% |
05.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'536 | 423'536 | 50'995 CHF | 55'230 CHF | 100.00% | 100.00% |
04.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 51'996 CHF | 55'996 CHF | 100.00% | 100.00% |
03.07.2024 | 7.89% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 420'782 | 420'782 | 51'263 CHF | 55'471 CHF | 99.25% | 99.25% |
02.07.2024 | 8.04% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 430'118 | 430'117 | 51'328 CHF | 55'629 CHF | 99.67% | 99.67% |