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 | 11.72% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 622'742 | 322'742 | 50'046 CHF | 29'161 CHF | 99.04% | 99.04% |
12.07.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 655'011 | 340'866 | 50'243 CHF | 29'552 CHF | 98.85% | 98.85% |
11.07.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 617'902 | 322'412 | 49'741 CHF | 29'178 CHF | 97.72% | 97.72% |
10.07.2024 | 12.30% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 652'490 | 339'845 | 49'728 CHF | 29'310 CHF | 95.12% | 95.12% |
09.07.2024 | 10.77% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 581'502 | 308'314 | 51'082 CHF | 30'184 CHF | 98.68% | 98.68% |
08.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'068 | 495'068 | 49'515 CHF | 54'465 CHF | 98.57% | 98.57% |
05.07.2024 | 9.33% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 488'790 | 488'790 | 49'967 CHF | 54'855 CHF | 99.17% | 99.17% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'703 | 497'703 | 49'770 CHF | 54'747 CHF | 99.18% | 99.18% |
03.07.2024 | 10.23% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 551'395 | 353'792 | 51'098 CHF | 36'800 CHF | 98.45% | 98.45% |
02.07.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 566'773 | 312'616 | 51'225 CHF | 31'455 CHF | 98.81% | 98.81% |