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 | 4.56% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'563 CHF | 56'063 CHF | 99.01% | 99.01% |
11.07.2024 | 4.93% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 49'527 CHF | 52'027 CHF | 90.00% | 90.00% |
10.07.2024 | 6.42% | 0.17 CHF | 0.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 37'744 CHF | 40'244 CHF | 100.00% | 100.00% |
09.07.2024 | 6.25% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 38'788 CHF | 41'288 CHF | 100.00% | 100.00% |
08.07.2024 | 6.58% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 36'832 CHF | 39'332 CHF | 99.71% | 99.71% |
05.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 36'980 CHF | 39'480 CHF | 98.81% | 98.81% |
04.07.2024 | 6.59% | 0.15 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 36'707 CHF | 39'207 CHF | 100.00% | 100.00% |
03.07.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 32'853 CHF | 35'353 CHF | 99.73% | 99.73% |
02.07.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 31'226 CHF | 33'726 CHF | 100.00% | 100.00% |
01.07.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 32'868 CHF | 35'368 CHF | 91.55% | 91.55% |