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 | 9.22% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'277 | 490'277 | 50'780 CHF | 55'683 CHF | 99.38% | 99.38% |
12.07.2024 | 8.89% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 480'693 | 480'693 | 51'738 CHF | 56'545 CHF | 99.07% | 99.07% |
11.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'928 | 474'927 | 51'437 CHF | 56'186 CHF | 97.77% | 97.77% |
10.07.2024 | 8.87% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 478'116 | 478'115 | 51'576 CHF | 56'357 CHF | 95.46% | 95.46% |
09.07.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'625 | 475'625 | 51'706 CHF | 56'462 CHF | 99.05% | 99.05% |
08.07.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 479'144 | 479'143 | 51'374 CHF | 56'165 CHF | 99.23% | 99.23% |
05.07.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 462'751 | 462'751 | 51'790 CHF | 56'417 CHF | 99.39% | 99.39% |
04.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.39% | 99.39% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 50'995 CHF | 55'245 CHF | 98.63% | 98.63% |
02.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'508 | 425'508 | 51'107 CHF | 55'362 CHF | 99.05% | 99.05% |