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 | 12.41% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 521'952 | 173'984 | 39'624 CHF | 14'948 CHF | 95.47% | 95.47% |
12.07.2024 | 13.80% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 683'682 | 227'894 | 46'230 CHF | 17'689 CHF | 99.72% | 99.72% |
11.07.2024 | 25.64% | 0.04 CHF | 0.05 CHF | 900'000 | 300'000 | 964'362 | 373'831 | 33'612 CHF | 16'593 CHF | 98.36% | 98.36% |
10.07.2024 | 15.72% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 768'975 | 256'641 | 45'239 CHF | 17'659 CHF | 96.16% | 96.16% |
09.07.2024 | 15.63% | 0.05 CHF | 0.06 CHF | 900'000 | 300'000 | 773'490 | 257'830 | 45'656 CHF | 17'797 CHF | 96.99% | 96.99% |
08.07.2024 | 9.80% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 629'965 | 209'988 | 61'591 CHF | 22'630 CHF | 93.55% | 93.55% |
05.07.2024 | 10.90% | 0.12 CHF | 0.13 CHF | 600'000 | 200'000 | 714'974 | 238'325 | 62'704 CHF | 23'285 CHF | 96.04% | 96.04% |
04.07.2024 | 11.05% | 0.09 CHF | 0.10 CHF | 600'000 | 200'000 | 737'371 | 245'790 | 63'187 CHF | 23'520 CHF | 99.58% | 99.58% |
03.07.2024 | 9.03% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 625'279 | 208'426 | 66'647 CHF | 24'300 CHF | 98.88% | 98.88% |
02.07.2024 | 5.97% | 0.11 CHF | 0.12 CHF | 600'000 | 200'000 | 481'222 | 160'407 | 78'721 CHF | 27'844 CHF | 99.55% | 99.55% |