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 | 8.72% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'135 CHF | 56'885 CHF | 99.39% | 99.39% |
12.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 99.06% | 99.06% |
11.07.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 444'645 | 444'645 | 51'418 CHF | 55'865 CHF | 96.83% | 96.83% |
10.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'398 | 423'398 | 51'013 CHF | 55'247 CHF | 95.51% | 95.51% |
09.07.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 417'505 | 417'505 | 51'340 CHF | 55'515 CHF | 99.06% | 99.06% |
08.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.23% | 99.23% |
05.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'974 | 425'974 | 50'994 CHF | 55'254 CHF | 99.38% | 99.38% |
04.07.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 401'829 | 401'829 | 51'948 CHF | 55'967 CHF | 99.39% | 99.39% |
03.07.2024 | 7.43% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'112 | 400'112 | 51'876 CHF | 55'877 CHF | 98.64% | 98.64% |
02.07.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 400'955 | 400'955 | 51'870 CHF | 55'880 CHF | 99.06% | 99.06% |