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 | 9.87% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 523'917 | 427'388 | 50'421 CHF | 45'900 CHF | 99.39% | 99.39% |
12.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'635 | 299'516 | 51'453 CHF | 29'910 CHF | 99.06% | 99.06% |
11.07.2024 | 9.39% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 496'190 | 467'880 | 50'389 CHF | 52'520 CHF | 97.94% | 97.94% |
10.07.2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'026 | 489'951 | 49'961 CHF | 53'799 CHF | 95.49% | 95.49% |
09.07.2024 | 10.64% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 577'804 | 299'622 | 51'407 CHF | 29'663 CHF | 99.04% | 99.04% |
08.07.2024 | 11.37% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 607'929 | 309'403 | 50'444 CHF | 28'755 CHF | 99.24% | 99.24% |
05.07.2024 | 11.86% | 0.09 CHF | 0.10 CHF | 625'000 | 325'000 | 629'489 | 327'443 | 49'916 CHF | 29'237 CHF | 99.39% | 99.39% |
04.07.2024 | 11.15% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 598'425 | 301'212 | 50'684 CHF | 28'521 CHF | 99.39% | 99.39% |
03.07.2024 | 11.85% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 629'035 | 326'270 | 49'943 CHF | 29'155 CHF | 98.62% | 98.62% |
02.07.2024 | 11.15% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 597'437 | 307'524 | 50'616 CHF | 29'129 CHF | 99.06% | 99.06% |