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 | 11.28% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 605'435 | 306'027 | 50'650 CHF | 28'654 CHF | 99.39% | 99.39% |
12.07.2024 | 10.46% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 571'056 | 310'518 | 51'759 CHF | 31'335 CHF | 99.07% | 99.07% |
11.07.2024 | 11.17% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 594'966 | 306'682 | 50'343 CHF | 29'011 CHF | 97.76% | 97.76% |
10.07.2024 | 11.12% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 597'671 | 301'585 | 50'741 CHF | 28'620 CHF | 95.47% | 95.47% |
09.07.2024 | 10.99% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 591'264 | 303'225 | 50'868 CHF | 29'126 CHF | 99.05% | 99.05% |
08.07.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 570'488 | 307'956 | 51'405 CHF | 30'878 CHF | 99.23% | 99.23% |
05.07.2024 | 9.69% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 511'281 | 460'629 | 50'166 CHF | 50'158 CHF | 99.39% | 99.39% |
04.07.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 559'987 | 330'927 | 51'144 CHF | 33'812 CHF | 99.39% | 99.39% |
03.07.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'639 | 402'295 | 50'825 CHF | 42'702 CHF | 98.63% | 98.63% |
02.07.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 605'038 | 310'636 | 50'824 CHF | 29'198 CHF | 99.07% | 99.07% |