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 | 12.18% | 0.08 CHF | 0.09 CHF | 900'000 | 300'000 | 848'531 | 282'844 | 65'523 CHF | 24'669 CHF | 99.60% | 99.60% |
12.07.2024 | 9.78% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'126 CHF | 26'875 CHF | 98.02% | 98.02% |
11.07.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 704'457 | 234'819 | 78'313 CHF | 28'452 CHF | 99.42% | 99.42% |
10.07.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 723'143 | 241'048 | 81'011 CHF | 29'414 CHF | 94.56% | 94.56% |
09.07.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 745'126 | 248'375 | 75'688 CHF | 27'713 CHF | 99.11% | 99.11% |
08.07.2024 | 12.42% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 867'047 | 289'016 | 65'929 CHF | 24'867 CHF | 98.89% | 98.89% |
05.07.2024 | 10.35% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 68'852 CHF | 25'451 CHF | 99.51% | 99.51% |
04.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'441 CHF | 24'980 CHF | 99.57% | 99.57% |
03.07.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'099 | 250'033 | 67'881 CHF | 25'127 CHF | 99.48% | 99.48% |
02.07.2024 | 9.85% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 72'601 CHF | 26'700 CHF | 99.56% | 99.56% |