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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 7.03% | 0.22 CHF | 0.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 52'789 CHF | 56'645 CHF | 99.01% | 99.01% |
11.07.2024 | 8.01% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 48'643 CHF | 52'694 CHF | 91.88% | 91.88% |
10.07.2024 | 8.08% | 0.18 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 43'161 CHF | 46'786 CHF | 100.00% | 100.00% |
09.07.2024 | 7.91% | 0.17 CHF | 0.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 47'360 CHF | 51'250 CHF | 100.00% | 100.00% |
08.07.2024 | 8.01% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 50'362 CHF | 54'568 CHF | 100.00% | 100.00% |
05.07.2024 | 6.53% | 0.20 CHF | 0.22 CHF | 200'000 | 200'000 | 199'105 | 199'105 | 46'505 CHF | 49'595 CHF | 98.86% | 98.86% |
04.07.2024 | 6.68% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'256 CHF | 56'928 CHF | 100.00% | 100.00% |
03.07.2024 | 8.32% | 0.20 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 49'299 CHF | 53'579 CHF | 99.82% | 99.82% |
02.07.2024 | 9.30% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 43'189 CHF | 47'412 CHF | 100.00% | 100.00% |
01.07.2024 | 8.30% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 47'774 CHF | 51'920 CHF | 93.55% | 93.55% |