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 | 9.30% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 498'184 | 465'351 | 51'143 CHF | 52'810 CHF | 100.00% | 100.00% |
12.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 496'487 | 496'487 | 50'390 CHF | 55'355 CHF | 99.69% | 99.69% |
11.07.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 512'266 | 457'752 | 50'184 CHF | 49'802 CHF | 98.52% | 98.52% |
10.07.2024 | 10.22% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 553'279 | 358'459 | 51'368 CHF | 37'288 CHF | 96.11% | 96.11% |
09.07.2024 | 9.73% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 518'282 | 447'436 | 50'651 CHF | 48'660 CHF | 99.66% | 99.66% |
08.07.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 469'253 | 469'253 | 52'038 CHF | 56'731 CHF | 99.85% | 99.85% |
05.07.2024 | 8.38% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'105 | 453'105 | 51'774 CHF | 56'305 CHF | 100.00% | 100.00% |
04.07.2024 | 8.37% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 453'584 | 453'584 | 51'887 CHF | 56'423 CHF | 100.00% | 100.00% |
03.07.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 446'218 | 446'218 | 51'489 CHF | 55'951 CHF | 99.23% | 99.23% |
02.07.2024 | 8.67% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'953 | 472'953 | 52'174 CHF | 56'903 CHF | 99.68% | 99.68% |