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 | 8.34% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 448'967 | 448'967 | 51'560 CHF | 56'050 CHF | 100.00% | 100.00% |
12.07.2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 455'927 | 455'927 | 51'604 CHF | 56'163 CHF | 99.67% | 99.67% |
11.07.2024 | 7.90% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 421'104 | 421'103 | 51'207 CHF | 55'418 CHF | 98.01% | 98.01% |
10.07.2024 | 7.30% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'044 | 396'044 | 52'267 CHF | 56'227 CHF | 96.06% | 96.06% |
09.07.2024 | 7.23% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 391'488 | 391'488 | 52'185 CHF | 56'100 CHF | 99.64% | 99.64% |
08.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 461'003 | 461'003 | 51'957 CHF | 56'567 CHF | 99.84% | 99.84% |
05.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'744 | 399'744 | 52'060 CHF | 56'058 CHF | 100.00% | 100.00% |
04.07.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 396'601 | 396'601 | 52'050 CHF | 56'016 CHF | 100.00% | 100.00% |
03.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 364'019 | 364'019 | 52'296 CHF | 55'936 CHF | 99.24% | 99.24% |
02.07.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'064 | 300'064 | 52'145 CHF | 55'146 CHF | 99.66% | 99.66% |