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 | 7.04% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 381'992 | 381'992 | 52'344 CHF | 56'163 CHF | 100.00% | 100.00% |
12.07.2024 | 7.19% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 389'143 | 389'143 | 52'155 CHF | 56'046 CHF | 99.67% | 99.67% |
11.07.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 414'395 | 414'395 | 51'368 CHF | 55'512 CHF | 97.03% | 97.03% |
10.07.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 446'445 | 446'445 | 51'428 CHF | 55'892 CHF | 96.07% | 96.07% |
09.07.2024 | 8.46% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 457'787 | 457'787 | 51'791 CHF | 56'369 CHF | 99.66% | 99.66% |
08.07.2024 | 7.16% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 387'713 | 387'713 | 52'210 CHF | 56'087 CHF | 99.84% | 99.84% |
05.07.2024 | 7.00% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 378'794 | 378'795 | 52'216 CHF | 56'004 CHF | 100.00% | 100.00% |
04.07.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 379'868 | 379'868 | 52'540 CHF | 56'339 CHF | 100.00% | 100.00% |
03.07.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 419'755 | 419'755 | 51'229 CHF | 55'426 CHF | 99.24% | 99.24% |
02.07.2024 | 8.62% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 468'301 | 468'301 | 51'994 CHF | 56'677 CHF | 99.67% | 99.67% |