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 | 10.54% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 567'412 | 343'744 | 50'970 CHF | 34'779 CHF | 100.00% | 100.00% |
12.07.2024 | 10.80% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 583'779 | 299'537 | 51'158 CHF | 29'260 CHF | 99.67% | 99.67% |
11.07.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 614'636 | 317'552 | 50'015 CHF | 29'010 CHF | 98.74% | 98.74% |
10.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 673'669 | 349'334 | 50'593 CHF | 29'729 CHF | 96.08% | 96.08% |
09.07.2024 | 12.61% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 678'138 | 351'569 | 50'409 CHF | 29'650 CHF | 99.66% | 99.66% |
08.07.2024 | 10.73% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 582'273 | 302'320 | 51'401 CHF | 29'716 CHF | 99.84% | 99.84% |
05.07.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 563'141 | 341'806 | 51'185 CHF | 34'894 CHF | 100.00% | 100.00% |
04.07.2024 | 10.50% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 574'363 | 302'166 | 51'846 CHF | 30'303 CHF | 100.00% | 100.00% |
03.07.2024 | 11.56% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 618'179 | 317'654 | 50'402 CHF | 29'065 CHF | 99.23% | 99.23% |
02.07.2024 | 12.72% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 684'452 | 354'726 | 50'401 CHF | 29'670 CHF | 99.66% | 99.66% |