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 | 7.67% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 411'038 | 411'038 | 51'539 CHF | 55'649 CHF | 99.39% | 99.39% |
12.07.2024 | 7.86% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 419'516 | 419'516 | 51'280 CHF | 55'475 CHF | 99.09% | 99.09% |
11.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 421'850 | 421'850 | 50'621 CHF | 54'839 CHF | 97.91% | 97.91% |
10.07.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 438'111 | 438'111 | 51'208 CHF | 55'590 CHF | 95.48% | 95.48% |
09.07.2024 | 8.63% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 467'959 | 467'959 | 51'901 CHF | 56'581 CHF | 99.06% | 99.06% |
08.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 423'756 | 423'756 | 50'851 CHF | 55'088 CHF | 99.25% | 99.25% |
05.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 405'713 | 405'713 | 51'808 CHF | 55'865 CHF | 99.39% | 99.39% |
04.07.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 418'170 | 418'170 | 51'364 CHF | 55'546 CHF | 99.39% | 99.39% |
03.07.2024 | 7.76% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 415'219 | 415'219 | 51'456 CHF | 55'608 CHF | 98.64% | 98.64% |
02.07.2024 | 8.31% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 446'282 | 446'274 | 51'444 CHF | 55'906 CHF | 99.07% | 99.07% |