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 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 100.00% | 100.00% |
12.07.2024 | 7.99% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 424'195 | 424'195 | 50'975 CHF | 55'217 CHF | 99.76% | 99.76% |
11.07.2024 | 8.26% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 433'323 | 433'323 | 50'358 CHF | 54'692 CHF | 100.00% | 100.00% |
10.07.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 439'836 | 439'836 | 50'093 CHF | 54'492 CHF | 94.70% | 94.70% |
09.07.2024 | 8.10% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 427'314 | 427'314 | 50'625 CHF | 54'898 CHF | 99.67% | 99.67% |
08.07.2024 | 7.38% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'911 | 398'912 | 52'077 CHF | 56'066 CHF | 100.00% | 100.00% |
05.07.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 422'392 | 422'392 | 51'087 CHF | 55'311 CHF | 100.00% | 100.00% |
04.07.2024 | 8.23% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 432'947 | 432'947 | 50'479 CHF | 54'809 CHF | 100.00% | 100.00% |
03.07.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 444'919 | 444'919 | 49'818 CHF | 54'268 CHF | 99.32% | 99.32% |
02.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 49'500 CHF | 54'000 CHF | 99.61% | 99.61% |