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 | 12.28% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 660'634 | 342'817 | 50'494 CHF | 29'631 CHF | 99.38% | 99.38% |
12.07.2024 | 11.53% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 617'415 | 315'255 | 50'494 CHF | 28'919 CHF | 99.05% | 99.05% |
11.07.2024 | 9.89% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 523'697 | 419'480 | 50'257 CHF | 45'027 CHF | 97.73% | 97.73% |
10.07.2024 | 8.26% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 446'339 | 446'339 | 51'807 CHF | 56'271 CHF | 95.44% | 95.44% |
09.07.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 483'365 | 483'365 | 51'145 CHF | 55'979 CHF | 99.06% | 99.06% |
08.07.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 496'560 | 496'560 | 49'924 CHF | 54'889 CHF | 99.23% | 99.23% |
05.07.2024 | 9.82% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 526'169 | 405'342 | 50'936 CHF | 43'932 CHF | 99.38% | 99.38% |
04.07.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'146 | 495'146 | 49'822 CHF | 54'773 CHF | 99.39% | 99.39% |
03.07.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'094 | 473'094 | 52'171 CHF | 56'901 CHF | 98.62% | 98.62% |
02.07.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 392'878 | 392'878 | 52'136 CHF | 56'065 CHF | 99.07% | 99.07% |