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 | 8.15% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 88'329 CHF | 31'943 CHF | 99.56% | 99.56% |
12.07.2024 | 6.92% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'716 CHF | 37'405 CHF | 99.42% | 99.42% |
11.07.2024 | 8.51% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 787'686 | 262'562 | 88'732 CHF | 32'203 CHF | 99.03% | 99.03% |
10.07.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 887'671 | 295'890 | 90'632 CHF | 33'170 CHF | 99.59% | 99.59% |
09.07.2024 | 10.37% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 909'142 | 309'142 | 83'319 CHF | 31'352 CHF | 99.55% | 99.55% |
08.07.2024 | 8.87% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 888'399 | 296'133 | 95'823 CHF | 34'903 CHF | 99.55% | 99.55% |
05.07.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 89'546 CHF | 32'849 CHF | 99.56% | 99.56% |
04.07.2024 | 9.83% | 0.09 CHF | 0.10 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 87'219 CHF | 32'073 CHF | 99.57% | 99.57% |
03.07.2024 | 7.39% | 0.10 CHF | 0.11 CHF | 900'000 | 300'000 | 768'940 | 256'313 | 100'562 CHF | 36'084 CHF | 99.56% | 99.56% |
02.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'491 | 250'164 | 99'123 CHF | 35'543 CHF | 99.29% | 99.29% |