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 | 8.35% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 449'307 | 449'307 | 51'530 CHF | 56'023 CHF | 99.38% | 99.38% |
12.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'270 | 497'270 | 49'760 CHF | 54'733 CHF | 99.07% | 99.07% |
11.07.2024 | 8.54% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 459'456 | 459'456 | 51'520 CHF | 56'115 CHF | 97.94% | 97.94% |
10.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'603 | 423'603 | 51'029 CHF | 55'265 CHF | 95.47% | 95.47% |
09.07.2024 | 7.80% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 416'415 | 416'415 | 51'351 CHF | 55'515 CHF | 99.05% | 99.05% |
08.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'718 | 427'718 | 51'047 CHF | 55'324 CHF | 99.24% | 99.24% |
05.07.2024 | 7.89% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'510 | 420'510 | 51'188 CHF | 55'393 CHF | 99.39% | 99.39% |
04.07.2024 | 7.26% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 392'404 | 392'404 | 52'125 CHF | 56'049 CHF | 99.39% | 99.39% |
03.07.2024 | 5.98% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 318'459 | 318'459 | 51'626 CHF | 54'811 CHF | 98.62% | 98.62% |
02.07.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'000 CHF | 54'000 CHF | 99.06% | 99.06% |