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 | 11.81% | 0.08 CHF | 0.09 CHF | 725'000 | 375'000 | 634'541 | 326'616 | 50'594 CHF | 29'265 CHF | 100.00% | 100.00% |
12.07.2024 | 8.48% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 461'752 | 458'810 | 52'135 CHF | 56'420 CHF | 99.69% | 99.69% |
11.07.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 620'077 | 316'291 | 50'664 CHF | 28'988 CHF | 99.43% | 99.43% |
10.07.2024 | 13.50% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 734'644 | 378'333 | 50'713 CHF | 29'918 CHF | 96.09% | 96.09% |
09.07.2024 | 12.98% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 700'963 | 362'981 | 50'525 CHF | 29'795 CHF | 99.65% | 99.65% |
08.07.2024 | 10.88% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 583'871 | 351'771 | 50'721 CHF | 34'748 CHF | 99.84% | 99.84% |
05.07.2024 | 8.12% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 436'708 | 436'708 | 51'639 CHF | 56'006 CHF | 100.00% | 100.00% |
04.07.2024 | 9.16% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 489'728 | 489'728 | 51'050 CHF | 55'947 CHF | 100.00% | 100.00% |
03.07.2024 | 9.63% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 509'472 | 470'909 | 50'379 CHF | 51'548 CHF | 99.23% | 99.23% |
02.07.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 502'551 | 460'904 | 51'092 CHF | 51'866 CHF | 99.66% | 99.66% |