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 | 8.82% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 477'613 | 477'613 | 51'802 CHF | 56'578 CHF | 100.00% | 100.00% |
12.07.2024 | 8.62% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 467'975 | 467'975 | 51'964 CHF | 56'644 CHF | 99.66% | 99.66% |
11.07.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'696 | 473'696 | 51'926 CHF | 56'663 CHF | 98.51% | 98.51% |
10.07.2024 | 9.24% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 491'078 | 491'078 | 50'728 CHF | 55'639 CHF | 96.10% | 96.10% |
09.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'770 | 489'197 | 50'287 CHF | 54'124 CHF | 99.65% | 99.65% |
08.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'906 | 422'906 | 51'066 CHF | 55'295 CHF | 99.85% | 99.85% |
05.07.2024 | 7.84% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 419'795 | 419'795 | 51'437 CHF | 55'635 CHF | 100.00% | 100.00% |
04.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 401'033 | 401'033 | 52'090 CHF | 56'100 CHF | 100.00% | 100.00% |
03.07.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'187 | 415'187 | 51'445 CHF | 55'597 CHF | 99.24% | 99.24% |
02.07.2024 | 9.10% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 484'239 | 481'367 | 50'823 CHF | 55'366 CHF | 99.66% | 99.66% |