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 | 7.79% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 418'863 | 418'863 | 51'709 CHF | 55'898 CHF | 100.00% | 100.00% |
12.07.2024 | 6.38% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 346'971 | 346'971 | 52'628 CHF | 56'098 CHF | 99.68% | 99.68% |
11.07.2024 | 7.70% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 412'766 | 412'766 | 51'553 CHF | 55'680 CHF | 99.44% | 99.44% |
10.07.2024 | 8.65% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 467'306 | 467'306 | 51'716 CHF | 56'389 CHF | 96.10% | 96.10% |
09.07.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 456'154 | 456'154 | 51'775 CHF | 56'337 CHF | 99.66% | 99.66% |
08.07.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 406'286 | 406'286 | 51'645 CHF | 55'708 CHF | 99.83% | 99.83% |
05.07.2024 | 6.37% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 343'998 | 343'998 | 52'275 CHF | 55'715 CHF | 100.00% | 100.00% |
04.07.2024 | 6.96% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 378'407 | 378'407 | 52'485 CHF | 56'269 CHF | 100.00% | 100.00% |
03.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 389'237 | 389'237 | 52'277 CHF | 56'169 CHF | 99.23% | 99.23% |
02.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 387'655 | 387'655 | 52'063 CHF | 55'939 CHF | 99.66% | 99.66% |