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 | 8.79% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 477'775 | 477'775 | 51'986 CHF | 56'763 CHF | 99.03% | 99.03% |
12.07.2024 | 8.43% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 452'734 | 452'733 | 51'408 CHF | 55'935 CHF | 98.63% | 98.63% |
11.07.2024 | 9.44% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 495'991 | 490'357 | 50'090 CHF | 54'466 CHF | 98.35% | 98.35% |
10.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'439 | 497'439 | 49'744 CHF | 54'718 CHF | 95.10% | 95.10% |
09.07.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'257 | 483'257 | 51'082 CHF | 55'914 CHF | 98.63% | 98.63% |
08.07.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'034 | 487'034 | 50'868 CHF | 55'738 CHF | 98.55% | 98.55% |
05.07.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 476'468 | 476'468 | 51'692 CHF | 56'457 CHF | 99.17% | 99.17% |
04.07.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 469'477 | 469'477 | 52'090 CHF | 56'785 CHF | 99.17% | 99.17% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'206 | 423'206 | 50'785 CHF | 55'017 CHF | 98.42% | 98.42% |
02.07.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 51'874 CHF | 55'874 CHF | 98.74% | 98.74% |