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 | 7.62% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 28'438 CHF | 30'688 CHF | 100.00% | 100.00% |
12.07.2024 | 7.92% | 0.13 CHF | 0.14 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 27'288 CHF | 29'538 CHF | 100.00% | 100.00% |
11.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 30'536 CHF | 33'036 CHF | 100.00% | 100.00% |
10.07.2024 | 8.49% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 28'229 CHF | 30'729 CHF | 100.00% | 100.00% |
09.07.2024 | 8.22% | 0.11 CHF | 0.12 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 26'273 CHF | 28'523 CHF | 100.00% | 100.00% |
08.07.2024 | 7.83% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 27'661 CHF | 29'911 CHF | 100.00% | 100.00% |
05.07.2024 | 7.70% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'001 CHF | 27'001 CHF | 100.00% | 100.00% |
04.07.2024 | 6.93% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 31'361 CHF | 33'611 CHF | 100.00% | 100.00% |
03.07.2024 | 7.28% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 29'814 CHF | 32'064 CHF | 100.00% | 100.00% |
02.07.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'715 CHF | 27'715 CHF | 100.00% | 100.00% |