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 | 9.95% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 532'151 | 399'741 | 50'786 CHF | 43'161 CHF | 99.39% | 99.39% |
12.07.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 495'360 | 472'190 | 50'630 CHF | 53'195 CHF | 99.06% | 99.06% |
11.07.2024 | 11.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 591'522 | 356'881 | 49'978 CHF | 34'466 CHF | 97.94% | 97.94% |
10.07.2024 | 13.61% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 731'717 | 379'250 | 50'105 CHF | 29'766 CHF | 95.47% | 95.47% |
09.07.2024 | 10.80% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 583'213 | 301'196 | 51'109 CHF | 29'423 CHF | 99.04% | 99.04% |
08.07.2024 | 9.40% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 498'149 | 478'574 | 50'526 CHF | 53'510 CHF | 99.22% | 99.22% |
05.07.2024 | 8.49% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 458'706 | 458'706 | 51'707 CHF | 56'294 CHF | 99.39% | 99.39% |
04.07.2024 | 9.14% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 486'478 | 486'478 | 50'842 CHF | 55'707 CHF | 99.39% | 99.39% |
03.07.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 514'120 | 453'896 | 50'297 CHF | 49'311 CHF | 98.61% | 98.61% |
02.07.2024 | 9.85% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 519'411 | 437'154 | 50'139 CHF | 47'012 CHF | 99.05% | 99.05% |