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 | 7.92% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 36'386 CHF | 13'129 CHF | 95.92% | 95.92% |
11.07.2024 | 8.80% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 32'635 CHF | 11'878 CHF | 97.18% | 97.18% |
10.07.2024 | 8.97% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'995 CHF | 11'665 CHF | 100.00% | 100.00% |
09.07.2024 | 8.60% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 33'437 CHF | 12'146 CHF | 100.00% | 100.00% |
08.07.2024 | 8.94% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 32'133 CHF | 11'711 CHF | 99.37% | 99.37% |
05.07.2024 | 8.86% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 32'425 CHF | 11'808 CHF | 98.17% | 98.17% |
04.07.2024 | 8.79% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 32'653 CHF | 11'885 CHF | 98.75% | 98.75% |
03.07.2024 | 9.11% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'495 CHF | 11'498 CHF | 99.70% | 99.70% |
02.07.2024 | 9.96% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 28'697 CHF | 10'566 CHF | 100.00% | 100.00% |
01.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 30'313 CHF | 11'104 CHF | 88.40% | 88.40% |