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 | 8.62% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 469'090 | 469'086 | 52'038 CHF | 56'728 CHF | 100.00% | 100.00% |
12.07.2024 | 7.54% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 404'696 | 404'697 | 51'673 CHF | 55'720 CHF | 98.41% | 98.41% |
11.07.2024 | 8.18% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 433'777 | 424'210 | 50'894 CHF | 54'190 CHF | 99.06% | 99.06% |
10.07.2024 | 9.79% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 524'966 | 432'115 | 50'965 CHF | 46'666 CHF | 99.76% | 99.76% |
09.07.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 470'384 | 470'385 | 51'941 CHF | 56'645 CHF | 100.00% | 100.00% |
08.07.2024 | 8.01% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 431'878 | 431'880 | 51'761 CHF | 56'081 CHF | 98.99% | 98.99% |
05.07.2024 | 7.94% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 427'142 | 427'140 | 51'634 CHF | 55'905 CHF | 100.00% | 100.00% |
04.07.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'351 | 417'351 | 51'038 CHF | 55'211 CHF | 98.15% | 98.15% |
03.07.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'513 | 397'513 | 52'023 CHF | 55'998 CHF | 100.00% | 100.00% |
02.07.2024 | 6.12% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 327'124 | 327'125 | 51'757 CHF | 55'028 CHF | 100.00% | 100.00% |