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 | 7.87% | 0.12 CHF | 0.13 CHF | 350'224 | 50'000 | 356'037 | 50'000 | 43'505 CHF | 6'611 CHF | 99.72% | 99.72% |
12.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 356'484 | 50'000 | 356'484 | 50'000 | 42'778 CHF | 6'500 CHF | 99.01% | 99.01% |
11.07.2024 | 7.94% | 0.12 CHF | 0.13 CHF | 350'840 | 50'000 | 353'774 | 50'000 | 42'814 CHF | 6'551 CHF | 98.64% | 98.64% |
10.07.2024 | 8.78% | 0.13 CHF | 0.14 CHF | 353'370 | 50'000 | 320'814 | 47'050 | 39'031 CHF | 6'221 CHF | 100.00% | 100.00% |
09.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 349'290 | 50'000 | 349'290 | 50'000 | 45'408 CHF | 7'000 CHF | 100.00% | 100.00% |
08.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 334'222 | 50'000 | 334'222 | 50'000 | 43'449 CHF | 7'000 CHF | 100.00% | 100.00% |
05.07.2024 | 6.90% | 0.14 CHF | 0.15 CHF | 334'223 | 50'000 | 322'029 | 50'000 | 45'058 CHF | 7'497 CHF | 98.98% | 98.98% |
04.07.2024 | 6.87% | 0.14 CHF | 0.15 CHF | 321'540 | 50'000 | 322'871 | 50'000 | 45'401 CHF | 7'531 CHF | 100.00% | 100.00% |
03.07.2024 | 7.38% | 0.14 CHF | 0.15 CHF | 340'410 | 50'000 | 340'341 | 50'000 | 44'403 CHF | 7'023 CHF | 100.00% | 100.00% |
02.07.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 342'087 | 50'000 | 357'061 | 50'000 | 46'912 CHF | 7'072 CHF | 100.00% | 100.00% |