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 | 12.32% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 662'565 | 343'632 | 50'455 CHF | 29'605 CHF | 99.04% | 99.04% |
12.07.2024 | 10.63% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 579'080 | 300'000 | 51'593 CHF | 29'737 CHF | 98.83% | 98.83% |
11.07.2024 | 10.51% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 567'362 | 301'051 | 51'134 CHF | 30'150 CHF | 97.60% | 97.60% |
10.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 570'944 | 300'888 | 51'385 CHF | 30'089 CHF | 95.12% | 95.12% |
09.07.2024 | 9.79% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 514'694 | 451'324 | 49'983 CHF | 48'775 CHF | 98.67% | 98.67% |
08.07.2024 | 9.37% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'029 | 492'028 | 50'116 CHF | 55'037 CHF | 98.59% | 98.59% |
05.07.2024 | 8.03% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 50'801 CHF | 55'051 CHF | 99.17% | 99.17% |
04.07.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'846 | 420'846 | 50'937 CHF | 55'146 CHF | 99.17% | 99.17% |
03.07.2024 | 9.38% | 0.13 CHF | 0.14 CHF | 475'000 | 475'000 | 497'387 | 497'387 | 50'654 CHF | 55'627 CHF | 98.45% | 98.45% |
02.07.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 472'741 | 472'741 | 50'239 CHF | 54'967 CHF | 98.77% | 98.77% |