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 | 9.20% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 487'218 | 487'218 | 50'600 CHF | 55'472 CHF | 99.39% | 99.39% |
12.07.2024 | 9.45% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'963 | 495'963 | 50'002 CHF | 54'961 CHF | 99.07% | 99.07% |
11.07.2024 | 8.55% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 452'701 | 452'701 | 50'693 CHF | 55'220 CHF | 97.94% | 97.94% |
10.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'190 | 400'190 | 52'030 CHF | 56'032 CHF | 95.47% | 95.47% |
09.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'403 | 423'403 | 50'894 CHF | 55'128 CHF | 99.05% | 99.05% |
08.07.2024 | 8.52% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 461'552 | 461'554 | 51'832 CHF | 56'447 CHF | 99.22% | 99.22% |
05.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 473'523 | 473'523 | 52'012 CHF | 56'747 CHF | 99.38% | 99.38% |
04.07.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 448'670 | 448'670 | 51'353 CHF | 55'839 CHF | 99.39% | 99.39% |
03.07.2024 | 7.80% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 415'420 | 415'420 | 51'196 CHF | 55'350 CHF | 98.61% | 98.61% |
02.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'000 CHF | 56'000 CHF | 99.05% | 99.05% |