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 | 8.99% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 479'180 | 475'029 | 51'013 CHF | 55'373 CHF | 99.39% | 99.39% |
12.07.2024 | 9.25% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 488'082 | 488'082 | 50'419 CHF | 55'300 CHF | 99.07% | 99.07% |
11.07.2024 | 7.87% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 423'098 | 423'099 | 51'680 CHF | 55'911 CHF | 98.72% | 98.72% |
10.07.2024 | 6.41% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 346'933 | 346'933 | 52'423 CHF | 55'893 CHF | 95.49% | 95.49% |
09.07.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 391'413 | 391'413 | 52'199 CHF | 56'113 CHF | 99.05% | 99.05% |
08.07.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 418'239 | 418'239 | 51'304 CHF | 55'487 CHF | 99.22% | 99.22% |
05.07.2024 | 8.51% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 460'424 | 460'424 | 51'758 CHF | 56'362 CHF | 99.38% | 99.38% |
04.07.2024 | 7.64% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 408'389 | 408'389 | 51'436 CHF | 55'520 CHF | 99.38% | 99.38% |
03.07.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'743 | 380'744 | 52'403 CHF | 56'211 CHF | 98.62% | 98.62% |
02.07.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 358'163 | 358'163 | 52'526 CHF | 56'107 CHF | 99.05% | 99.05% |