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 | 9.92% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 527'030 | 418'982 | 50'443 CHF | 44'874 CHF | 99.39% | 99.39% |
12.07.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 503'845 | 480'728 | 50'006 CHF | 52'660 CHF | 99.07% | 99.07% |
11.07.2024 | 10.89% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 584'695 | 299'271 | 50'774 CHF | 28'998 CHF | 97.94% | 97.94% |
10.07.2024 | 11.70% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 621'019 | 321'491 | 49'975 CHF | 29'077 CHF | 95.46% | 95.46% |
09.07.2024 | 10.62% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 575'409 | 299'618 | 51'320 CHF | 29'725 CHF | 99.05% | 99.05% |
08.07.2024 | 9.67% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 509'155 | 469'437 | 50'054 CHF | 51'173 CHF | 99.22% | 99.22% |
05.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'400 | 495'399 | 50'014 CHF | 54'968 CHF | 99.39% | 99.39% |
04.07.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'996 | 457'650 | 50'231 CHF | 49'756 CHF | 99.38% | 99.38% |
03.07.2024 | 10.10% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 539'097 | 387'280 | 50'660 CHF | 40'813 CHF | 98.61% | 98.61% |
02.07.2024 | 10.28% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 553'556 | 348'265 | 51'052 CHF | 35'983 CHF | 99.05% | 99.05% |