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 | 10.06% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 66'262 CHF | 73'262 CHF | 99.52% | 99.52% |
12.07.2024 | 10.74% | 0.11 CHF | 0.12 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 70'674 CHF | 78'674 CHF | 99.48% | 99.48% |
11.07.2024 | 12.23% | 0.08 CHF | 0.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 69'127 CHF | 78'127 CHF | 99.51% | 99.51% |
10.07.2024 | 13.55% | 0.07 CHF | 0.08 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 68'888 CHF | 78'888 CHF | 99.58% | 99.58% |
09.07.2024 | 13.34% | 0.06 CHF | 0.07 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 56'180 CHF | 64'180 CHF | 99.51% | 99.51% |
08.07.2024 | 11.55% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 65'283 CHF | 73'283 CHF | 99.51% | 99.51% |
05.07.2024 | 10.95% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 69'245 CHF | 77'245 CHF | 99.51% | 99.51% |
04.07.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 63'361 CHF | 71'361 CHF | 99.55% | 99.55% |
03.07.2024 | 12.49% | 0.08 CHF | 0.09 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 67'587 CHF | 76'587 CHF | 99.60% | 99.60% |
02.07.2024 | 12.95% | 0.07 CHF | 0.08 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 57'799 CHF | 65'799 CHF | 99.57% | 99.57% |