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 | 10.52% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 67'512 CHF | 15'003 CHF | 99.17% | 99.17% |
12.07.2024 | 10.01% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 71'368 CHF | 15'774 CHF | 99.16% | 99.16% |
11.07.2024 | 11.71% | 0.09 CHF | 0.10 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 60'632 CHF | 13'626 CHF | 99.17% | 99.17% |
10.07.2024 | 11.87% | 0.07 CHF | 0.08 CHF | 750'000 | 150'000 | 750'000 | 153'845 | 59'494 CHF | 13'719 CHF | 99.17% | 99.17% |
09.07.2024 | 13.00% | 0.06 CHF | 0.07 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 54'239 CHF | 16'464 CHF | 99.16% | 99.16% |
08.07.2024 | 12.27% | 0.07 CHF | 0.08 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 57'582 CHF | 17'355 CHF | 99.15% | 99.15% |
05.07.2024 | 11.57% | 0.08 CHF | 0.09 CHF | 750'000 | 200'000 | 750'000 | 159'143 | 61'156 CHF | 14'554 CHF | 99.15% | 99.15% |
04.07.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 750'000 | 200'000 | 750'000 | 172'554 | 60'751 CHF | 15'678 CHF | 99.17% | 99.17% |
03.07.2024 | 13.28% | 0.08 CHF | 0.09 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 52'800 CHF | 16'080 CHF | 99.15% | 99.15% |
02.07.2024 | 15.90% | 0.06 CHF | 0.07 CHF | 750'000 | 200'000 | 750'000 | 200'000 | 43'721 CHF | 13'659 CHF | 99.17% | 99.17% |