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 | 9.07% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 484'180 | 484'180 | 51'010 CHF | 55'852 CHF | 99.39% | 99.39% |
12.07.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'685 | 478'685 | 51'464 CHF | 56'251 CHF | 99.07% | 99.07% |
11.07.2024 | 9.89% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 526'047 | 423'964 | 50'548 CHF | 45'486 CHF | 98.19% | 98.19% |
10.07.2024 | 10.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 544'130 | 381'572 | 50'753 CHF | 40'071 CHF | 95.46% | 95.46% |
09.07.2024 | 10.45% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 565'552 | 315'176 | 51'313 CHF | 31'881 CHF | 99.03% | 99.03% |
08.07.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 384'555 | 384'555 | 52'276 CHF | 56'122 CHF | 99.23% | 99.23% |
05.07.2024 | 6.62% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 359'073 | 359'073 | 52'432 CHF | 56'023 CHF | 99.39% | 99.39% |
04.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375'000 | 374'000 | 366'068 | 366'068 | 52'556 CHF | 56'217 CHF | 67.69% | 67.69% |
03.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 377'690 | 377'690 | 52'520 CHF | 56'297 CHF | 98.63% | 98.63% |
02.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'777 | 424'777 | 50'980 CHF | 55'228 CHF | 99.07% | 99.07% |