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 | 425'000 | 425'000 | 420'968 | 420'968 | 51'416 CHF | 55'626 CHF | 100.00% | 100.00% |
12.07.2024 | 7.56% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 404'168 | 404'170 | 51'438 CHF | 55'480 CHF | 97.75% | 97.75% |
11.07.2024 | 8.63% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 464'516 | 464'516 | 51'515 CHF | 56'160 CHF | 99.44% | 99.44% |
10.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 50'000 CHF | 55'000 CHF | 99.76% | 99.76% |
09.07.2024 | 8.83% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 478'049 | 478'048 | 51'795 CHF | 56'576 CHF | 100.00% | 100.00% |
08.07.2024 | 8.25% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 440'248 | 440'248 | 51'130 CHF | 55'532 CHF | 98.98% | 98.98% |
05.07.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'000 CHF | 55'250 CHF | 100.00% | 100.00% |
04.07.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 410'809 | 410'809 | 51'343 CHF | 55'451 CHF | 98.16% | 98.16% |
03.07.2024 | 8.70% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'250 CHF | 57'000 CHF | 100.00% | 100.00% |
02.07.2024 | 8.19% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 438'537 | 438'537 | 51'334 CHF | 55'719 CHF | 100.00% | 100.00% |