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 | 10.42% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 558'324 | 342'512 | 50'778 CHF | 34'950 CHF | 99.39% | 99.39% |
12.07.2024 | 10.08% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 539'126 | 386'717 | 50'755 CHF | 40'832 CHF | 99.06% | 99.06% |
11.07.2024 | 11.35% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 602'908 | 313'831 | 50'120 CHF | 29'225 CHF | 97.94% | 97.94% |
10.07.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 666'283 | 346'538 | 50'216 CHF | 29'584 CHF | 95.49% | 95.49% |
09.07.2024 | 10.92% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 587'417 | 300'672 | 50'890 CHF | 29'070 CHF | 99.04% | 99.04% |
08.07.2024 | 10.12% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 541'647 | 382'675 | 50'801 CHF | 40'231 CHF | 99.23% | 99.23% |
05.07.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'891 | 489'388 | 49'901 CHF | 53'707 CHF | 99.39% | 99.39% |
04.07.2024 | 10.02% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 534'858 | 399'328 | 50'698 CHF | 42'448 CHF | 99.39% | 99.39% |
03.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'917 | 299'539 | 51'471 CHF | 29'907 CHF | 98.61% | 98.61% |
02.07.2024 | 10.43% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 563'941 | 325'210 | 51'220 CHF | 33'037 CHF | 99.05% | 99.05% |