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 | 9.13% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'059 | 488'059 | 51'064 CHF | 55'945 CHF | 100.00% | 100.00% |
12.07.2024 | 8.84% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 477'008 | 477'008 | 51'609 CHF | 56'380 CHF | 99.67% | 99.67% |
11.07.2024 | 8.17% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 437'480 | 437'480 | 51'348 CHF | 55'722 CHF | 99.43% | 99.43% |
10.07.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 400'272 | 400'272 | 51'877 CHF | 55'879 CHF | 96.06% | 96.06% |
09.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'078 CHF | 56'078 CHF | 99.67% | 99.67% |
08.07.2024 | 8.53% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 465'619 | 465'620 | 52'265 CHF | 56'922 CHF | 99.84% | 99.84% |
05.07.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 450'700 | 450'700 | 51'753 CHF | 56'260 CHF | 100.00% | 100.00% |
04.07.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 456'556 | 456'556 | 51'750 CHF | 56'316 CHF | 100.00% | 100.00% |
03.07.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'760 | 398'760 | 52'040 CHF | 56'027 CHF | 99.25% | 99.25% |
02.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 367'248 | 367'248 | 52'725 CHF | 56'398 CHF | 99.68% | 99.68% |