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 | 9.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'079 | 466'272 | 50'773 CHF | 53'110 CHF | 100.00% | 100.00% |
12.07.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'784 | 476'785 | 51'347 CHF | 56'115 CHF | 97.74% | 97.74% |
11.07.2024 | 10.32% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 553'385 | 365'118 | 50'789 CHF | 37'842 CHF | 99.15% | 99.15% |
10.07.2024 | 11.64% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 619'700 | 319'700 | 50'153 CHF | 29'062 CHF | 99.76% | 99.76% |
09.07.2024 | 10.69% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 578'042 | 314'580 | 51'179 CHF | 31'184 CHF | 100.00% | 100.00% |
08.07.2024 | 9.66% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 506'506 | 469'494 | 49'848 CHF | 51'212 CHF | 98.97% | 98.97% |
05.07.2024 | 9.51% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'112 CHF | 55'112 CHF | 100.00% | 100.00% |
04.07.2024 | 9.06% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 484'180 | 484'179 | 51'046 CHF | 55'887 CHF | 98.16% | 98.16% |
03.07.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 571'593 | 309'074 | 51'712 CHF | 31'115 CHF | 100.00% | 100.00% |
02.07.2024 | 9.82% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 521'864 | 441'697 | 50'481 CHF | 47'671 CHF | 100.00% | 100.00% |