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 | 9.09% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 487'357 | 487'357 | 51'231 CHF | 56'104 CHF | 100.00% | 100.00% |
12.07.2024 | 9.07% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 483'515 | 483'514 | 50'975 CHF | 55'810 CHF | 99.66% | 99.66% |
11.07.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 503'539 | 480'979 | 49'829 CHF | 52'529 CHF | 98.65% | 98.65% |
10.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 580'744 | 300'435 | 51'644 CHF | 29'731 CHF | 96.09% | 96.09% |
09.07.2024 | 11.10% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 598'004 | 306'232 | 50'903 CHF | 29'138 CHF | 99.67% | 99.67% |
08.07.2024 | 8.27% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 444'699 | 444'699 | 51'609 CHF | 56'056 CHF | 99.83% | 99.83% |
05.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 426'033 | 426'034 | 51'217 CHF | 55'478 CHF | 100.00% | 100.00% |
04.07.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'102 | 410'445 | 51'667 CHF | 55'586 CHF | 100.00% | 100.00% |
03.07.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 502'309 | 471'807 | 51'471 CHF | 53'178 CHF | 99.23% | 99.23% |
02.07.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 610'766 | 311'615 | 50'564 CHF | 28'902 CHF | 99.66% | 99.66% |