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 | 6.63% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 58'421 CHF | 62'421 CHF | 99.98% | 99.98% |
12.07.2024 | 6.83% | 0.15 CHF | 0.16 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 59'433 CHF | 63'633 CHF | 100.00% | 100.00% |
11.07.2024 | 7.30% | 0.12 CHF | 0.13 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 55'703 CHF | 59'903 CHF | 99.92% | 99.92% |
10.07.2024 | 8.08% | 0.13 CHF | 0.14 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 54'801 CHF | 59'401 CHF | 100.00% | 100.00% |
09.07.2024 | 8.22% | 0.11 CHF | 0.12 CHF | 450'000 | 450'000 | 448'490 | 448'490 | 52'715 CHF | 57'215 CHF | 100.00% | 100.00% |
08.07.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 460'000 | 460'000 | 459'213 | 459'213 | 53'807 CHF | 58'407 CHF | 100.00% | 100.00% |
05.07.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 57'532 CHF | 61'932 CHF | 99.78% | 99.78% |
04.07.2024 | 7.34% | 0.13 CHF | 0.14 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 59'123 CHF | 63'623 CHF | 100.00% | 100.00% |
03.07.2024 | 7.36% | 0.14 CHF | 0.15 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 61'548 CHF | 66'248 CHF | 100.00% | 100.00% |
02.07.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 58'201 CHF | 63'101 CHF | 99.99% | 99.99% |