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 | 10.34% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 558'022 | 335'250 | 51'204 CHF | 34'293 CHF | 99.39% | 99.39% |
12.07.2024 | 9.39% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 493'775 | 493'775 | 50'128 CHF | 55'066 CHF | 99.06% | 99.06% |
11.07.2024 | 10.37% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 557'473 | 352'911 | 50'969 CHF | 36'305 CHF | 98.81% | 98.81% |
10.07.2024 | 9.53% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 498'005 | 498'005 | 49'794 CHF | 54'774 CHF | 95.50% | 95.50% |
09.07.2024 | 8.99% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 479'823 | 479'823 | 51'023 CHF | 55'822 CHF | 99.04% | 99.04% |
08.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'929 | 427'929 | 51'188 CHF | 55'467 CHF | 99.24% | 99.24% |
05.07.2024 | 7.24% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 391'629 | 391'629 | 52'191 CHF | 56'107 CHF | 99.39% | 99.39% |
04.07.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'526 | 425'526 | 50'981 CHF | 55'236 CHF | 99.39% | 99.39% |
03.07.2024 | 7.36% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 397'766 | 397'766 | 52'100 CHF | 56'078 CHF | 98.61% | 98.61% |
02.07.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 439'971 | 439'971 | 51'441 CHF | 55'840 CHF | 99.06% | 99.06% |