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 | 10.68% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 221'713 | 221'713 | 23'592 CHF | 26'096 CHF | 98.97% | 98.97% |
12.07.2024 | 10.22% | 0.10 CHF | 0.11 CHF | 480'000 | 480'000 | 208'169 | 208'169 | 23'488 CHF | 25'838 CHF | 98.45% | 98.45% |
11.07.2024 | 9.64% | 0.13 CHF | 0.14 CHF | 470'000 | 470'000 | 208'442 | 208'442 | 25'678 CHF | 28'030 CHF | 98.75% | 98.75% |
10.07.2024 | 9.72% | 0.12 CHF | 0.13 CHF | 480'000 | 480'000 | 209'485 | 209'485 | 25'542 CHF | 27'907 CHF | 99.14% | 99.14% |
09.07.2024 | 9.47% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 202'659 | 202'659 | 27'224 CHF | 29'646 CHF | 99.73% | 99.73% |
08.07.2024 | 9.26% | 0.16 CHF | 0.17 CHF | 440'000 | 440'000 | 201'788 | 201'788 | 29'497 CHF | 31'881 CHF | 98.57% | 98.57% |
05.07.2024 | 9.31% | 0.13 CHF | 0.14 CHF | 460'000 | 460'000 | 207'536 | 207'536 | 25'938 CHF | 28'276 CHF | 99.02% | 99.02% |
04.07.2024 | 9.22% | 0.13 CHF | 0.14 CHF | 190'000 | 190'000 | 152'825 | 152'825 | 19'920 CHF | 21'767 CHF | 99.71% | 99.71% |
03.07.2024 | 9.53% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 199'873 | 199'873 | 26'188 CHF | 28'584 CHF | 98.11% | 98.11% |
02.07.2024 | 9.17% | 0.15 CHF | 0.16 CHF | 440'000 | 440'000 | 191'316 | 191'316 | 27'474 CHF | 29'753 CHF | 98.34% | 98.34% |