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 | 9.56% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 507'062 | 477'515 | 50'489 CHF | 52'626 CHF | 100.00% | 100.00% |
12.07.2024 | 7.96% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 420'011 | 420'008 | 50'699 CHF | 54'899 CHF | 98.47% | 98.47% |
11.07.2024 | 7.79% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'787 | 415'790 | 51'335 CHF | 55'493 CHF | 99.33% | 99.33% |
10.07.2024 | 7.65% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 410'623 | 410'622 | 51'663 CHF | 55'769 CHF | 99.80% | 99.80% |
09.07.2024 | 7.26% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 392'974 | 392'975 | 52'164 CHF | 56'094 CHF | 100.00% | 100.00% |
08.07.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 396'999 | 397'001 | 51'735 CHF | 55'705 CHF | 98.99% | 98.99% |
05.07.2024 | 7.62% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 410'583 | 410'583 | 51'813 CHF | 55'919 CHF | 100.00% | 100.00% |
04.07.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 393'475 | 393'464 | 51'953 CHF | 55'886 CHF | 98.17% | 98.17% |
03.07.2024 | 6.19% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 331'884 | 331'887 | 51'998 CHF | 55'317 CHF | 100.00% | 100.00% |
02.07.2024 | 5.55% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 301'303 | 301'305 | 52'811 CHF | 55'824 CHF | 100.00% | 100.00% |