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 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 100.00% | 100.00% |
12.07.2024 | 8.93% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 482'687 | 482'688 | 51'657 CHF | 56'483 CHF | 99.76% | 99.76% |
11.07.2024 | 8.85% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'396 | 474'380 | 51'292 CHF | 56'034 CHF | 100.00% | 100.00% |
10.07.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 462'652 | 462'653 | 51'984 CHF | 56'611 CHF | 94.70% | 94.70% |
09.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.67% | 99.67% |
08.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'989 | 473'989 | 52'139 CHF | 56'879 CHF | 100.00% | 100.00% |
05.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'001 CHF | 55'251 CHF | 100.00% | 100.00% |
04.07.2024 | 7.74% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 414'453 | 414'454 | 51'486 CHF | 55'631 CHF | 100.00% | 100.00% |
03.07.2024 | 7.33% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 396'691 | 396'690 | 52'114 CHF | 56'081 CHF | 99.33% | 99.33% |
02.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 375'462 | 375'462 | 52'562 CHF | 56'316 CHF | 99.61% | 99.61% |