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 | 8.40% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'503 | 453'503 | 51'705 CHF | 56'240 CHF | 99.38% | 99.38% |
12.07.2024 | 8.29% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 445'304 | 445'304 | 51'459 CHF | 55'912 CHF | 99.05% | 99.05% |
11.07.2024 | 9.04% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 476'229 | 476'229 | 50'357 CHF | 55'120 CHF | 98.53% | 98.53% |
10.07.2024 | 10.28% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 550'118 | 378'431 | 50'700 CHF | 39'400 CHF | 95.50% | 95.50% |
09.07.2024 | 12.34% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 657'206 | 342'119 | 49'997 CHF | 29'448 CHF | 99.04% | 99.04% |
08.07.2024 | 12.52% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 671'338 | 349'084 | 50'286 CHF | 29'639 CHF | 99.22% | 99.22% |
05.07.2024 | 12.33% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 659'901 | 342'926 | 50'231 CHF | 29'527 CHF | 99.39% | 99.39% |
04.07.2024 | 13.36% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 720'390 | 373'796 | 50'366 CHF | 29'869 CHF | 99.38% | 99.38% |
03.07.2024 | 14.15% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 768'460 | 396'730 | 50'453 CHF | 30'015 CHF | 98.64% | 98.64% |
02.07.2024 | 14.42% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 782'693 | 402'397 | 50'371 CHF | 29'926 CHF | 99.05% | 99.05% |