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 | 8.07% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 89'398 CHF | 32'299 CHF | 99.17% | 99.17% |
11.07.2024 | 9.07% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 79'105 CHF | 28'869 CHF | 99.16% | 99.16% |
10.07.2024 | 8.82% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'996 CHF | 29'832 CHF | 99.16% | 99.16% |
09.07.2024 | 8.26% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 87'279 CHF | 31'593 CHF | 99.17% | 99.17% |
08.07.2024 | 7.86% | 0.12 CHF | 0.13 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 91'858 CHF | 33'119 CHF | 99.16% | 99.16% |
05.07.2024 | 7.13% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 102'059 CHF | 36'520 CHF | 99.16% | 99.16% |
04.07.2024 | 8.82% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 81'355 CHF | 29'618 CHF | 99.16% | 99.16% |
03.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 67'203 CHF | 24'901 CHF | 99.17% | 99.17% |
02.07.2024 | 13.41% | 0.08 CHF | 0.09 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'601 CHF | 20'034 CHF | 99.16% | 99.16% |
01.07.2024 | 13.42% | 0.07 CHF | 0.08 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 52'232 CHF | 19'911 CHF | 93.40% | 93.40% |