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 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'190 CHF | 56'940 CHF | 99.38% | 99.38% |
12.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 479'468 | 479'468 | 51'886 CHF | 56'681 CHF | 99.06% | 99.06% |
11.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'191 | 495'190 | 49'531 CHF | 54'483 CHF | 97.73% | 97.73% |
10.07.2024 | 9.61% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 504'033 | 480'430 | 49'900 CHF | 52'574 CHF | 95.50% | 95.50% |
09.07.2024 | 9.88% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 524'083 | 427'189 | 50'359 CHF | 45'910 CHF | 99.05% | 99.05% |
08.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'851 | 497'851 | 49'785 CHF | 54'764 CHF | 99.23% | 99.23% |
05.07.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 492'966 | 492'966 | 50'021 CHF | 54'951 CHF | 99.38% | 99.38% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 497'462 | 497'462 | 49'743 CHF | 54'717 CHF | 99.39% | 99.39% |
03.07.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 513'375 | 464'333 | 50'349 CHF | 50'546 CHF | 98.64% | 98.64% |
02.07.2024 | 9.86% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 525'037 | 433'232 | 50'592 CHF | 46'643 CHF | 99.06% | 99.06% |