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 | 7.41% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 52'001 CHF | 56'001 CHF | 99.81% | 99.81% |
12.07.2024 | 7.88% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 422'137 | 422'138 | 51'510 CHF | 55'732 CHF | 99.77% | 99.77% |
11.07.2024 | 9.73% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 529'137 | 339'196 | 51'702 CHF | 37'951 CHF | 100.00% | 100.00% |
10.07.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 572'607 | 306'383 | 51'732 CHF | 30'786 CHF | 94.51% | 94.51% |
09.07.2024 | 9.57% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 499'817 | 499'817 | 49'776 CHF | 54'774 CHF | 99.48% | 99.48% |
08.07.2024 | 9.42% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 496'946 | 496'946 | 50'266 CHF | 55'235 CHF | 99.81% | 99.81% |
05.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'523 | 475'523 | 52'245 CHF | 57'000 CHF | 99.81% | 99.81% |
04.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'224 | 474'224 | 52'249 CHF | 56'991 CHF | 99.81% | 99.81% |
03.07.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 474'770 | 474'769 | 52'239 CHF | 56'986 CHF | 99.14% | 99.14% |
02.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 99.42% | 99.42% |