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 | 7.75% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 413'791 | 413'791 | 51'332 CHF | 55'470 CHF | 100.00% | 100.00% |
12.07.2024 | 7.78% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'713 | 415'713 | 51'370 CHF | 55'527 CHF | 99.97% | 99.97% |
11.07.2024 | 7.46% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'438 | 402'438 | 51'950 CHF | 55'974 CHF | 96.14% | 96.14% |
10.07.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 391'393 | 391'393 | 52'158 CHF | 56'072 CHF | 96.18% | 96.18% |
09.07.2024 | 6.88% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 373'811 | 373'811 | 52'503 CHF | 56'241 CHF | 99.64% | 99.64% |
08.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'085 | 419'085 | 51'164 CHF | 55'355 CHF | 100.00% | 100.00% |
05.07.2024 | 7.31% | 0.13 CHF | 0.14 CHF | 375'000 | 375'000 | 394'431 | 394'431 | 52'031 CHF | 55'976 CHF | 100.00% | 100.00% |
04.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 399'020 | 399'020 | 51'930 CHF | 55'920 CHF | 100.00% | 100.00% |
03.07.2024 | 6.66% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 361'223 | 361'224 | 52'462 CHF | 56'074 CHF | 99.32% | 99.32% |
02.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |