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 | 12.04% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 640'871 | 333'284 | 50'046 CHF | 29'353 CHF | 99.39% | 99.39% |
12.07.2024 | 11.22% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 599'424 | 308'784 | 50'416 CHF | 29'065 CHF | 99.08% | 99.08% |
11.07.2024 | 10.38% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 561'868 | 329'059 | 51'303 CHF | 33'534 CHF | 98.52% | 98.52% |
10.07.2024 | 9.43% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'282 | 495'282 | 50'077 CHF | 55'030 CHF | 95.45% | 95.45% |
09.07.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 490'785 | 490'785 | 50'889 CHF | 55'797 CHF | 99.05% | 99.05% |
08.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'424 | 498'424 | 49'842 CHF | 54'827 CHF | 99.23% | 99.23% |
05.07.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 493'590 | 493'590 | 50'308 CHF | 55'244 CHF | 99.39% | 99.39% |
04.07.2024 | 8.74% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 473'247 | 473'247 | 51'817 CHF | 56'549 CHF | 99.39% | 99.39% |
03.07.2024 | 8.16% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 439'530 | 439'529 | 51'618 CHF | 56'014 CHF | 98.61% | 98.61% |
02.07.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 381'591 | 381'591 | 52'449 CHF | 56'265 CHF | 99.05% | 99.05% |