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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 5.67% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 85'791 CHF | 90'791 CHF | 99.01% | 99.01% |
11.07.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 83'092 CHF | 88'092 CHF | 90.00% | 90.00% |
10.07.2024 | 7.17% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 67'338 CHF | 72'338 CHF | 100.00% | 100.00% |
09.07.2024 | 6.96% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 69'374 CHF | 74'374 CHF | 100.00% | 100.00% |
08.07.2024 | 7.17% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 67'330 CHF | 72'330 CHF | 99.71% | 99.71% |
05.07.2024 | 7.16% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 67'438 CHF | 72'438 CHF | 98.81% | 98.81% |
04.07.2024 | 7.40% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 65'052 CHF | 70'052 CHF | 100.00% | 100.00% |
03.07.2024 | - | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 60'048 CHF | 65'048 CHF | 100.00% | 100.00% |
01.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 61'086 CHF | 66'086 CHF | 91.55% | 91.55% |