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 | 7.53% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 407'329 | 407'322 | 52'084 CHF | 56'156 CHF | 99.05% | 99.05% |
12.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 398'875 | 398'875 | 51'900 CHF | 55'889 CHF | 98.81% | 98.81% |
11.07.2024 | 8.61% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 460'374 | 460'382 | 51'205 CHF | 55'810 CHF | 97.55% | 97.55% |
10.07.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 474'260 | 474'260 | 51'694 CHF | 56'436 CHF | 95.16% | 95.16% |
09.07.2024 | 8.37% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 451'333 | 451'333 | 51'683 CHF | 56'196 CHF | 98.69% | 98.69% |
08.07.2024 | 7.74% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 414'854 | 414'853 | 51'563 CHF | 55'712 CHF | 98.54% | 98.54% |
05.07.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 407'082 | 407'082 | 51'825 CHF | 55'896 CHF | 99.17% | 99.17% |
04.07.2024 | 7.35% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'260 | 398'260 | 52'206 CHF | 56'189 CHF | 99.18% | 99.18% |
03.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 416'018 | 416'017 | 51'686 CHF | 55'846 CHF | 98.44% | 98.44% |
02.07.2024 | 8.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 472'304 | 460'364 | 51'188 CHF | 54'656 CHF | 98.85% | 98.85% |