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 | 6.69% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 350'494 | 75'000 | 50'685 CHF | 11'607 CHF | 98.72% | 98.72% |
12.07.2024 | 6.83% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 357'344 | 75'000 | 50'568 CHF | 11'385 CHF | 99.38% | 99.38% |
11.07.2024 | 7.22% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 379'192 | 75'000 | 50'636 CHF | 10'784 CHF | 99.16% | 99.16% |
10.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 420'102 | 75'000 | 50'404 CHF | 9'749 CHF | 100.00% | 100.00% |
09.07.2024 | 7.57% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 398'017 | 75'000 | 50'565 CHF | 10'300 CHF | 100.00% | 100.00% |
08.07.2024 | 7.42% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 390'080 | 75'000 | 50'620 CHF | 10'498 CHF | 100.00% | 100.00% |
05.07.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 341'310 | 75'000 | 50'909 CHF | 11'951 CHF | 99.62% | 99.62% |
04.07.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 352'361 | 75'000 | 50'629 CHF | 11'537 CHF | 100.00% | 100.00% |
03.07.2024 | 7.41% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 389'527 | 75'000 | 50'638 CHF | 10'512 CHF | 99.73% | 99.73% |
02.07.2024 | 8.71% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 460'687 | 75'000 | 50'590 CHF | 8'987 CHF | 99.41% | 99.41% |