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 | 6.92% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 299'559 | 99'890 | 41'789 CHF | 14'934 CHF | 94.52% | 95.92% |
11.07.2024 | 7.39% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 39'083 CHF | 14'028 CHF | 97.18% | 97.18% |
10.07.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 38'841 CHF | 13'947 CHF | 100.00% | 100.00% |
09.07.2024 | 7.32% | 0.12 CHF | 0.13 CHF | 300'000 | 80'000 | 299'138 | 99'785 | 39'536 CHF | 14'187 CHF | 95.99% | 100.00% |
08.07.2024 | 7.45% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 38'811 CHF | 13'937 CHF | 99.37% | 99.37% |
05.07.2024 | 7.24% | 0.12 CHF | 0.13 CHF | 300'000 | 75'000 | 298'617 | 99'654 | 39'999 CHF | 14'346 CHF | 90.39% | 98.17% |
04.07.2024 | 7.07% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 40'999 CHF | 14'666 CHF | 98.75% | 98.75% |
03.07.2024 | 7.37% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 39'230 CHF | 14'077 CHF | 99.70% | 99.70% |
02.07.2024 | 7.60% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 38'033 CHF | 13'678 CHF | 100.00% | 100.00% |
01.07.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 299'764 | 99'941 | 39'172 CHF | 14'059 CHF | 88.40% | 88.40% |