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 | 10.53% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 573'382 | 304'314 | 51'605 CHF | 30'432 CHF | 100.00% | 100.00% |
12.07.2024 | 9.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 523'516 | 437'291 | 50'550 CHF | 47'119 CHF | 99.67% | 99.67% |
11.07.2024 | 9.15% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 486'173 | 486'173 | 50'740 CHF | 55'602 CHF | 98.39% | 98.39% |
10.07.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'505 | 496'046 | 50'275 CHF | 54'990 CHF | 96.08% | 96.08% |
09.07.2024 | 10.82% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 587'623 | 300'574 | 51'402 CHF | 29'312 CHF | 99.64% | 99.64% |
08.07.2024 | 12.05% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 646'902 | 335'734 | 50'437 CHF | 29'536 CHF | 99.85% | 99.85% |
05.07.2024 | 15.52% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 858'286 | 430'524 | 51'002 CHF | 29'883 CHF | 100.00% | 100.00% |
04.07.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'875 CHF | 30'875 CHF | 100.00% | 100.00% |
03.07.2024 | 15.94% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 881'822 | 446'214 | 50'909 CHF | 30'209 CHF | 99.24% | 99.24% |
02.07.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 820'705 | 415'235 | 50'738 CHF | 29'838 CHF | 99.67% | 99.67% |