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 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.39% | 99.39% |
12.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'778 | 497'924 | 50'024 CHF | 54'719 CHF | 99.05% | 99.05% |
11.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'333 | 495'332 | 49'533 CHF | 54'487 CHF | 97.78% | 97.78% |
10.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'723 | 497'723 | 49'772 CHF | 54'750 CHF | 95.45% | 95.45% |
09.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'829 | 497'828 | 49'783 CHF | 54'761 CHF | 99.04% | 99.04% |
08.07.2024 | 9.57% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'457 | 486'255 | 49'989 CHF | 53'328 CHF | 99.23% | 99.23% |
05.07.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 573'365 | 299'509 | 51'432 CHF | 29'865 CHF | 99.39% | 99.39% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'154 | 299'521 | 51'466 CHF | 29'938 CHF | 99.39% | 99.39% |
03.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'427 | 302'528 | 51'624 CHF | 30'125 CHF | 98.63% | 98.63% |
02.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.04% | 99.04% |