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 | 12.15% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 647'527 | 335'897 | 50'048 CHF | 29'313 CHF | 99.39% | 99.39% |
12.07.2024 | 10.60% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 572'255 | 299'148 | 51'146 CHF | 29'734 CHF | 99.07% | 99.07% |
11.07.2024 | 9.58% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 496'713 | 493'795 | 49'382 CHF | 54'040 CHF | 98.18% | 98.18% |
10.07.2024 | 8.70% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 472'179 | 472'179 | 51'917 CHF | 56'639 CHF | 95.48% | 95.48% |
09.07.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 463'249 | 463'249 | 51'819 CHF | 56'452 CHF | 99.06% | 99.06% |
08.07.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 479'353 | 479'353 | 51'637 CHF | 56'431 CHF | 99.22% | 99.22% |
05.07.2024 | 8.88% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'706 | 478'706 | 51'592 CHF | 56'379 CHF | 99.39% | 99.39% |
04.07.2024 | 8.04% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 423'832 | 423'832 | 50'628 CHF | 54'866 CHF | 99.38% | 99.38% |
03.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 426'193 | 426'193 | 51'240 CHF | 55'502 CHF | 98.63% | 98.63% |
02.07.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 397'059 | 397'059 | 51'840 CHF | 55'811 CHF | 99.06% | 99.06% |