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 | 6.75% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 353'721 | 75'000 | 50'625 CHF | 11'497 CHF | 99.71% | 99.71% |
12.07.2024 | 7.76% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 407'477 | 75'000 | 50'440 CHF | 10'063 CHF | 99.01% | 99.01% |
11.07.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 406'036 | 75'000 | 50'537 CHF | 10'099 CHF | 99.09% | 99.09% |
10.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 406'682 | 75'000 | 50'535 CHF | 10'084 CHF | 100.00% | 100.00% |
09.07.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 428'048 | 100'000 | 50'443 CHF | 12'801 CHF | 100.00% | 100.00% |
08.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 418'189 | 100'000 | 50'418 CHF | 13'060 CHF | 100.00% | 100.00% |
05.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 420'000 | 100'000 | 420'083 | 100'000 | 50'425 CHF | 13'012 CHF | 98.98% | 98.98% |
04.07.2024 | 8.43% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 444'586 | 100'000 | 50'523 CHF | 12'385 CHF | 100.00% | 100.00% |
03.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 458'962 | 100'000 | 50'595 CHF | 12'026 CHF | 100.00% | 100.00% |
02.07.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 493'236 | 100'000 | 49'662 CHF | 11'084 CHF | 100.00% | 100.00% |