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 | 11.98% | 0.08 CHF | 0.09 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 13'739 CHF | 15'489 CHF | 99.56% | 99.56% |
12.07.2024 | 12.50% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 14'998 CHF | 16'998 CHF | 99.53% | 99.53% |
11.07.2024 | 12.19% | 0.08 CHF | 0.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 15'416 CHF | 17'416 CHF | 99.49% | 99.49% |
10.07.2024 | 12.78% | 0.07 CHF | 0.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 14'652 CHF | 16'652 CHF | 99.54% | 99.54% |
09.07.2024 | 13.16% | 0.07 CHF | 0.08 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 15'992 CHF | 18'242 CHF | 99.52% | 99.52% |
08.07.2024 | 14.44% | 0.06 CHF | 0.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 16'075 CHF | 18'575 CHF | 99.52% | 99.52% |
05.07.2024 | 14.62% | 0.06 CHF | 0.07 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 11'113 CHF | 12'863 CHF | 99.07% | 99.07% |
04.07.2024 | 10.98% | 0.08 CHF | 0.09 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 6'126 CHF | 6'826 CHF | 99.56% | 99.56% |
03.07.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 11'936 CHF | 12'536 CHF | 99.48% | 99.53% |
02.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 54'039 | 54'039 | 12'541 CHF | 13'081 CHF | 99.51% | 99.51% |