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 | 10.65% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 578'809 | 308'563 | 51'455 CHF | 30'598 CHF | 100.00% | 100.00% |
12.07.2024 | 10.49% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 567'000 | 332'055 | 51'217 CHF | 33'640 CHF | 99.68% | 99.68% |
11.07.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 493'469 | 493'469 | 50'052 CHF | 54'987 CHF | 98.43% | 98.43% |
10.07.2024 | 8.58% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 466'992 | 466'992 | 52'078 CHF | 56'748 CHF | 96.10% | 96.10% |
09.07.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 453'950 | 453'950 | 51'789 CHF | 56'329 CHF | 99.66% | 99.66% |
08.07.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'216 | 474'216 | 52'172 CHF | 56'914 CHF | 99.83% | 99.83% |
05.07.2024 | 8.89% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 477'062 | 477'062 | 51'343 CHF | 56'114 CHF | 100.00% | 100.00% |
04.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'266 | 475'266 | 52'273 CHF | 57'026 CHF | 100.00% | 100.00% |
03.07.2024 | 8.51% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 460'624 | 460'624 | 51'830 CHF | 56'436 CHF | 99.23% | 99.23% |
02.07.2024 | 7.16% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'532 | 387'532 | 52'231 CHF | 56'106 CHF | 99.67% | 99.67% |