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 | 8.64% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 461'881 | 461'881 | 51'198 CHF | 55'817 CHF | 100.00% | 100.00% |
12.07.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 469'304 | 469'304 | 51'956 CHF | 56'649 CHF | 99.67% | 99.67% |
11.07.2024 | 9.61% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 505'732 | 471'203 | 50'107 CHF | 51'638 CHF | 98.75% | 98.75% |
10.07.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 585'331 | 300'423 | 51'376 CHF | 29'385 CHF | 96.10% | 96.10% |
09.07.2024 | 10.93% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 590'343 | 301'306 | 51'102 CHF | 29'105 CHF | 99.67% | 99.67% |
08.07.2024 | 8.82% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 474'998 | 474'998 | 51'566 CHF | 56'316 CHF | 99.85% | 99.85% |
05.07.2024 | 8.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 452'803 | 452'803 | 51'669 CHF | 56'197 CHF | 100.00% | 100.00% |
04.07.2024 | 8.21% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 439'796 | 439'796 | 51'373 CHF | 55'771 CHF | 100.00% | 100.00% |
03.07.2024 | 9.76% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 519'376 | 448'332 | 50'588 CHF | 48'597 CHF | 99.25% | 99.25% |
02.07.2024 | 10.94% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 590'235 | 306'690 | 51'062 CHF | 29'592 CHF | 99.67% | 99.67% |