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 | 9.11% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'485 | 487'485 | 51'112 CHF | 55'987 CHF | 100.00% | 100.00% |
12.07.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 481'108 | 481'108 | 51'275 CHF | 56'086 CHF | 98.40% | 98.40% |
11.07.2024 | 8.24% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'802 | 440'801 | 51'285 CHF | 55'693 CHF | 98.92% | 98.92% |
10.07.2024 | 8.48% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 460'403 | 460'403 | 52'010 CHF | 56'615 CHF | 99.77% | 99.77% |
09.07.2024 | 7.95% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 423'983 | 423'980 | 51'243 CHF | 55'482 CHF | 100.00% | 100.00% |
08.07.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'173 | 415'173 | 51'464 CHF | 55'616 CHF | 98.98% | 98.98% |
05.07.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 395'742 | 395'742 | 51'943 CHF | 55'900 CHF | 100.00% | 100.00% |
04.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 395'294 | 395'291 | 52'097 CHF | 56'050 CHF | 98.16% | 98.16% |
03.07.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'790 | 380'790 | 52'259 CHF | 56'067 CHF | 100.00% | 100.00% |
02.07.2024 | 6.77% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 368'535 | 368'537 | 52'563 CHF | 56'248 CHF | 99.99% | 99.99% |