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 | 573'407 | 304'250 | 51'607 CHF | 30'425 CHF | 99.39% | 99.39% |
12.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 499'741 | 499'741 | 50'013 CHF | 55'011 CHF | 99.04% | 99.04% |
11.07.2024 | 9.66% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'188 | 471'681 | 49'670 CHF | 51'448 CHF | 97.78% | 97.78% |
10.07.2024 | 9.59% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 502'619 | 484'662 | 49'888 CHF | 53'099 CHF | 95.48% | 95.48% |
09.07.2024 | 9.50% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'285 | 497'285 | 49'858 CHF | 54'831 CHF | 99.04% | 99.04% |
08.07.2024 | 9.43% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 495'307 | 495'307 | 50'052 CHF | 55'005 CHF | 99.24% | 99.24% |
05.07.2024 | 8.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 438'344 | 438'344 | 51'239 CHF | 55'622 CHF | 99.39% | 99.39% |
04.07.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 428'050 | 428'050 | 50'927 CHF | 55'207 CHF | 99.39% | 99.39% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'947 | 425'947 | 51'114 CHF | 55'373 CHF | 98.62% | 98.62% |
02.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.04% | 99.04% |