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 | 9.09% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 52'629 CHF | 57'629 CHF | 99.49% | 99.49% |
12.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 54'999 CHF | 59'999 CHF | 99.54% | 99.54% |
11.07.2024 | 9.24% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 51'698 CHF | 56'698 CHF | 99.01% | 99.01% |
10.07.2024 | 9.86% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 58'008 CHF | 64'008 CHF | 99.58% | 99.58% |
09.07.2024 | 11.04% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 51'370 CHF | 57'370 CHF | 99.54% | 99.54% |
08.07.2024 | 11.02% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 51'456 CHF | 57'456 CHF | 99.52% | 99.52% |
05.07.2024 | 11.09% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 51'131 CHF | 57'131 CHF | 99.58% | 99.58% |
04.07.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 48'769 CHF | 54'769 CHF | 99.57% | 99.57% |
03.07.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 52'731 CHF | 59'731 CHF | 99.58% | 99.58% |
02.07.2024 | 12.58% | 0.07 CHF | 0.08 CHF | 700'000 | 700'000 | 640'357 | 640'357 | 47'698 CHF | 54'101 CHF | 99.55% | 99.55% |