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 | 7.73% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 413'965 | 413'964 | 51'493 CHF | 55'633 CHF | 100.00% | 100.00% |
12.07.2024 | 8.00% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 426'881 | 426'881 | 51'209 CHF | 55'478 CHF | 93.40% | 93.40% |
11.07.2024 | 8.30% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 446'711 | 446'711 | 51'571 CHF | 56'038 CHF | 98.00% | 98.00% |
10.07.2024 | 8.68% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 464'978 | 464'978 | 51'293 CHF | 55'943 CHF | 86.69% | 86.69% |
09.07.2024 | 9.17% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'288 | 489'288 | 50'953 CHF | 55'846 CHF | 99.66% | 99.66% |
08.07.2024 | 8.23% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 437'999 | 437'999 | 51'067 CHF | 55'447 CHF | 99.85% | 99.85% |
05.07.2024 | 7.45% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 401'509 | 401'510 | 51'933 CHF | 55'948 CHF | 100.00% | 100.00% |
04.07.2024 | 7.91% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 420'800 | 420'800 | 51'100 CHF | 55'308 CHF | 100.00% | 100.00% |
03.07.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 407'297 | 407'297 | 51'919 CHF | 55'992 CHF | 99.25% | 99.25% |
02.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 476'045 | 476'045 | 52'119 CHF | 56'880 CHF | 99.66% | 99.66% |