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 | 7.97% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 425'818 | 425'818 | 51'322 CHF | 55'580 CHF | 100.00% | 100.00% |
12.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 413'395 | 413'395 | 51'346 CHF | 55'480 CHF | 99.68% | 99.68% |
11.07.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 457'824 | 457'823 | 51'718 CHF | 56'296 CHF | 98.89% | 98.89% |
10.07.2024 | 9.49% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 505'391 | 470'825 | 50'772 CHF | 52'301 CHF | 96.08% | 96.08% |
09.07.2024 | 9.93% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 536'767 | 381'924 | 51'349 CHF | 41'212 CHF | 99.65% | 99.65% |
08.07.2024 | 6.61% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 353'308 | 353'308 | 51'700 CHF | 55'233 CHF | 99.85% | 99.85% |
05.07.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 340'108 | 340'107 | 52'282 CHF | 55'683 CHF | 100.00% | 100.00% |
04.07.2024 | 6.12% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 329'332 | 329'332 | 52'115 CHF | 55'408 CHF | 100.00% | 100.00% |
03.07.2024 | 7.66% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 416'604 | 411'437 | 52'280 CHF | 55'798 CHF | 99.24% | 99.24% |
02.07.2024 | 10.00% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 535'041 | 406'760 | 50'791 CHF | 43'266 CHF | 99.67% | 99.67% |