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 | 10.46% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 563'886 | 331'996 | 51'063 CHF | 33'752 CHF | 99.39% | 99.39% |
12.07.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'431 | 478'431 | 51'505 CHF | 56'290 CHF | 99.07% | 99.07% |
11.07.2024 | 9.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 521'807 | 416'690 | 50'482 CHF | 45'100 CHF | 97.94% | 97.94% |
10.07.2024 | 10.50% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 564'417 | 331'549 | 50'949 CHF | 33'509 CHF | 95.46% | 95.46% |
09.07.2024 | 10.19% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 544'002 | 377'644 | 50'674 CHF | 39'504 CHF | 99.06% | 99.06% |
08.07.2024 | 9.56% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'617 | 489'404 | 49'947 CHF | 53'712 CHF | 99.23% | 99.23% |
05.07.2024 | 10.36% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 562'165 | 331'556 | 51'429 CHF | 33'912 CHF | 99.39% | 99.39% |
04.07.2024 | 13.13% | 0.09 CHF | 0.10 CHF | 675'000 | 350'000 | 711'288 | 369'097 | 50'636 CHF | 29'968 CHF | 99.39% | 99.39% |
03.07.2024 | 17.46% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 960'778 | 486'923 | 50'280 CHF | 30'363 CHF | 98.63% | 98.63% |
02.07.2024 | 17.06% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 936'872 | 478'957 | 50'257 CHF | 30'492 CHF | 99.05% | 99.05% |