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 | 7.38% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 399'481 | 399'480 | 52'153 CHF | 56'147 CHF | 99.39% | 99.39% |
12.07.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 410'098 | 410'098 | 51'614 CHF | 55'715 CHF | 99.07% | 99.07% |
11.07.2024 | 7.48% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 403'441 | 403'441 | 51'916 CHF | 55'950 CHF | 97.58% | 97.58% |
10.07.2024 | 7.60% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 408'001 | 408'001 | 51'665 CHF | 55'745 CHF | 95.47% | 95.47% |
09.07.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'400 | 410'400 | 51'445 CHF | 55'549 CHF | 99.06% | 99.06% |
08.07.2024 | 7.44% | 0.14 CHF | 0.15 CHF | 400'000 | 400'000 | 402'227 | 402'227 | 52'061 CHF | 56'084 CHF | 99.24% | 99.24% |
05.07.2024 | 7.62% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 411'514 | 411'514 | 51'972 CHF | 56'087 CHF | 99.38% | 99.38% |
04.07.2024 | 8.02% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'399 | 425'399 | 50'894 CHF | 55'148 CHF | 99.39% | 99.39% |
03.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'033 CHF | 55'283 CHF | 98.62% | 98.62% |
02.07.2024 | 8.36% | 0.11 CHF | 0.12 CHF | 425'000 | 425'000 | 447'676 | 447'677 | 51'323 CHF | 55'800 CHF | 99.05% | 99.05% |