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 | 6.62% | 0.14 CHF | 0.15 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 109'703 CHF | 15'627 CHF | 99.27% | 99.27% |
12.07.2024 | 6.82% | 0.15 CHF | 0.16 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 106'423 CHF | 15'190 CHF | 99.27% | 99.27% |
11.07.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 92'823 CHF | 13'376 CHF | 99.27% | 99.27% |
10.07.2024 | 9.32% | 0.12 CHF | 0.13 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 76'779 CHF | 11'237 CHF | 99.27% | 99.27% |
09.07.2024 | 11.54% | 0.09 CHF | 0.10 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 61'367 CHF | 9'182 CHF | 99.27% | 99.27% |
08.07.2024 | 14.24% | 0.07 CHF | 0.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 49'021 CHF | 7'536 CHF | 99.21% | 99.21% |
05.07.2024 | 13.81% | 0.07 CHF | 0.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 50'593 CHF | 7'746 CHF | 99.27% | 99.27% |
04.07.2024 | 14.13% | 0.07 CHF | 0.08 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 49'384 CHF | 7'585 CHF | 99.27% | 99.27% |
03.07.2024 | 14.67% | 0.06 CHF | 0.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 47'401 CHF | 7'320 CHF | 99.27% | 99.27% |
02.07.2024 | 14.53% | 0.06 CHF | 0.07 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 47'888 CHF | 7'385 CHF | 99.27% | 99.27% |