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 | 8.60% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 467'922 | 467'922 | 52'095 CHF | 56'775 CHF | 100.00% | 100.00% |
12.07.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 447'345 | 447'345 | 51'426 CHF | 55'900 CHF | 99.68% | 99.68% |
11.07.2024 | 8.81% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 475'750 | 475'751 | 51'630 CHF | 56'388 CHF | 98.65% | 98.65% |
10.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 501'339 | 493'528 | 50'182 CHF | 54'399 CHF | 96.11% | 96.11% |
09.07.2024 | 9.97% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 533'469 | 410'543 | 50'814 CHF | 43'761 CHF | 99.65% | 99.65% |
08.07.2024 | 7.80% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 419'984 | 419'984 | 51'777 CHF | 55'977 CHF | 99.83% | 99.83% |
05.07.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 406'139 | 406'139 | 52'038 CHF | 56'099 CHF | 100.00% | 100.00% |
04.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'368 | 396'368 | 52'233 CHF | 56'196 CHF | 100.00% | 100.00% |
03.07.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 468'378 | 463'235 | 52'286 CHF | 56'362 CHF | 99.23% | 99.23% |
02.07.2024 | 10.33% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 561'224 | 338'133 | 51'500 CHF | 34'699 CHF | 99.66% | 99.66% |