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 | 8.48% | 0.11 CHF | 0.12 CHF | 880'000 | 880'000 | 880'000 | 880'000 | 99'521 CHF | 108'321 CHF | 100.00% | 100.00% |
12.07.2024 | 7.72% | 0.11 CHF | 0.12 CHF | 790'000 | 790'000 | 790'000 | 790'000 | 98'593 CHF | 106'493 CHF | 99.85% | 99.85% |
11.07.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 730'000 | 730'000 | 730'000 | 730'000 | 101'731 CHF | 109'031 CHF | 71.50% | 71.50% |
10.07.2024 | 5.98% | 0.16 CHF | 0.17 CHF | 710'000 | 710'000 | 710'000 | 710'000 | 115'179 CHF | 122'279 CHF | 99.38% | 99.38% |
09.07.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 730'000 | 730'000 | 727'545 | 727'545 | 119'594 CHF | 126'894 CHF | 100.00% | 100.00% |
08.07.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 770'000 | 770'000 | 768'675 | 768'675 | 119'747 CHF | 127'447 CHF | 100.00% | 100.00% |
05.07.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 730'000 | 730'000 | 730'000 | 730'000 | 121'716 CHF | 129'016 CHF | 99.55% | 99.55% |
04.07.2024 | 5.30% | 0.18 CHF | 0.19 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 128'709 CHF | 135'709 CHF | 100.00% | 100.00% |
03.07.2024 | 4.93% | 0.18 CHF | 0.19 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 131'187 CHF | 137'787 CHF | 99.77% | 99.77% |
02.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 660'000 | 660'000 | 660'000 | 660'000 | 155'055 CHF | 161'655 CHF | 99.92% | 99.92% |