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 | 10.16% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 543'961 | 380'450 | 50'789 CHF | 39'890 CHF | 99.39% | 99.39% |
12.07.2024 | 9.65% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 504'446 | 470'992 | 49'737 CHF | 51'436 CHF | 99.06% | 99.06% |
11.07.2024 | 8.43% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 449'616 | 449'616 | 51'128 CHF | 55'624 CHF | 98.09% | 98.09% |
10.07.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 419'252 | 419'252 | 51'026 CHF | 55'219 CHF | 95.50% | 95.50% |
09.07.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'841 | 401'841 | 51'934 CHF | 55'952 CHF | 99.05% | 99.05% |
08.07.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 406'039 | 406'039 | 51'723 CHF | 55'784 CHF | 99.24% | 99.24% |
05.07.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 417'108 | 417'108 | 51'254 CHF | 55'425 CHF | 99.39% | 99.39% |
04.07.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 406'775 | 406'775 | 51'694 CHF | 55'762 CHF | 99.39% | 99.39% |
03.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'837 | 413'837 | 51'434 CHF | 55'572 CHF | 98.63% | 98.63% |
02.07.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 417'238 | 417'238 | 51'134 CHF | 55'306 CHF | 99.05% | 99.05% |