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 | 5.84% | 0.18 CHF | 0.19 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 113'185 CHF | 119'985 CHF | 100.00% | 100.00% |
12.07.2024 | 6.23% | 0.17 CHF | 0.18 CHF | 740'000 | 740'000 | 740'000 | 740'000 | 115'166 CHF | 122'566 CHF | 99.85% | 99.85% |
11.07.2024 | 6.72% | 0.15 CHF | 0.16 CHF | 790'000 | 790'000 | 790'000 | 790'000 | 114'210 CHF | 122'110 CHF | 71.49% | 71.49% |
10.07.2024 | 8.05% | 0.12 CHF | 0.13 CHF | 810'000 | 810'000 | 810'000 | 810'000 | 96'555 CHF | 104'655 CHF | 99.38% | 99.38% |
09.07.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 800'000 | 800'000 | 796'956 | 796'956 | 95'252 CHF | 103'252 CHF | 100.00% | 100.00% |
08.07.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 770'000 | 770'000 | 768'675 | 768'675 | 101'900 CHF | 109'600 CHF | 100.00% | 100.00% |
05.07.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 107'193 CHF | 115'393 CHF | 99.56% | 99.56% |
04.07.2024 | 8.09% | 0.13 CHF | 0.14 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 103'208 CHF | 111'908 CHF | 100.00% | 100.00% |
03.07.2024 | 9.09% | 0.12 CHF | 0.13 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 97'219 CHF | 106'419 CHF | 99.77% | 99.77% |
02.07.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 930'000 | 930'000 | 930'000 | 930'000 | 82'581 CHF | 91'881 CHF | 99.93% | 99.93% |