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 | 11.23% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 605'188 | 317'725 | 50'942 CHF | 29'904 CHF | 100.00% | 100.00% |
12.07.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 495'882 | 492'927 | 50'663 CHF | 55'297 CHF | 99.68% | 99.68% |
11.07.2024 | 11.73% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 625'295 | 324'071 | 50'213 CHF | 29'257 CHF | 98.58% | 98.58% |
10.07.2024 | 13.15% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 714'362 | 369'411 | 50'743 CHF | 29'940 CHF | 96.09% | 96.09% |
09.07.2024 | 13.09% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 706'679 | 365'840 | 50'451 CHF | 29'777 CHF | 99.65% | 99.65% |
08.07.2024 | 11.71% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 626'919 | 325'436 | 50'441 CHF | 29'439 CHF | 99.83% | 99.83% |
05.07.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 504'607 | 457'127 | 51'196 CHF | 51'343 CHF | 100.00% | 100.00% |
04.07.2024 | 10.47% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 571'628 | 316'688 | 51'769 CHF | 32'036 CHF | 100.00% | 100.00% |
03.07.2024 | 10.78% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 586'879 | 300'266 | 51'544 CHF | 29'386 CHF | 99.22% | 99.22% |
02.07.2024 | 10.79% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 583'485 | 311'176 | 51'192 CHF | 30'535 CHF | 99.67% | 99.67% |