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 | 7.46% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 392'466 | 75'000 | 50'675 CHF | 10'438 CHF | 99.71% | 99.71% |
12.07.2024 | 8.45% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 445'966 | 75'000 | 50'530 CHF | 9'263 CHF | 99.01% | 99.01% |
11.07.2024 | 8.34% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 439'420 | 75'000 | 50'497 CHF | 9'386 CHF | 99.09% | 99.09% |
10.07.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 442'779 | 75'000 | 50'514 CHF | 9'323 CHF | 100.00% | 100.00% |
09.07.2024 | 8.73% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 461'555 | 100'000 | 50'577 CHF | 11'961 CHF | 100.00% | 100.00% |
08.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 459'999 | 100'000 | 50'600 CHF | 12'000 CHF | 100.00% | 100.00% |
05.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 460'547 | 100'000 | 50'592 CHF | 11'986 CHF | 98.98% | 98.98% |
04.07.2024 | 9.20% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 484'264 | 100'000 | 50'236 CHF | 11'393 CHF | 100.00% | 100.00% |
03.07.2024 | 9.36% | 0.11 CHF | 0.12 CHF | 460'000 | 100'000 | 492'166 | 100'000 | 50'118 CHF | 11'196 CHF | 100.00% | 100.00% |
02.07.2024 | 10.15% | 0.10 CHF | 0.11 CHF | 500'000 | 100'000 | 498'096 | 100'000 | 46'705 CHF | 10'383 CHF | 100.00% | 100.00% |