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 | 8.33% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 444'472 | 444'472 | 51'116 CHF | 55'561 CHF | 99.39% | 99.39% |
12.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'621 | 419'621 | 51'234 CHF | 55'430 CHF | 99.07% | 99.07% |
11.07.2024 | 8.53% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 460'143 | 460'143 | 51'672 CHF | 56'274 CHF | 97.95% | 97.95% |
10.07.2024 | 8.01% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'150 | 424'150 | 50'865 CHF | 55'106 CHF | 95.50% | 95.50% |
09.07.2024 | 7.72% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 412'852 | 412'852 | 51'461 CHF | 55'590 CHF | 99.04% | 99.04% |
08.07.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 383'507 | 383'507 | 52'312 CHF | 56'147 CHF | 99.24% | 99.24% |
05.07.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 350'934 | 350'935 | 52'684 CHF | 56'193 CHF | 99.39% | 99.39% |
04.07.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 380'347 | 380'347 | 52'360 CHF | 56'163 CHF | 99.39% | 99.39% |
03.07.2024 | 6.56% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 355'545 | 355'545 | 52'442 CHF | 55'998 CHF | 98.62% | 98.62% |
02.07.2024 | 7.13% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 386'100 | 386'100 | 52'265 CHF | 56'126 CHF | 99.06% | 99.06% |