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 | 6.86% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'181 CHF | 30'181 CHF | 100.00% | 100.00% |
12.07.2024 | 6.78% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 28'520 CHF | 30'520 CHF | 100.00% | 100.00% |
11.07.2024 | 7.18% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 223'992 | 223'992 | 30'143 CHF | 32'383 CHF | 100.00% | 100.00% |
10.07.2024 | 7.33% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 29'611 CHF | 31'861 CHF | 100.00% | 100.00% |
09.07.2024 | 11.98% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 28'426 CHF | 32'102 CHF | 100.00% | 100.00% |
08.07.2024 | 6.94% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'929 CHF | 29'937 CHF | 100.00% | 100.00% |
05.07.2024 | 6.54% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 224'431 | 224'431 | 33'197 CHF | 35'441 CHF | 100.00% | 100.00% |
04.07.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 30'945 CHF | 33'195 CHF | 100.00% | 100.00% |
03.07.2024 | 7.53% | 0.13 CHF | 0.14 CHF | 250'000 | 250'000 | 249'413 | 249'413 | 31'914 CHF | 34'409 CHF | 100.00% | 100.00% |
02.07.2024 | 8.22% | 0.12 CHF | 0.13 CHF | 225'000 | 225'000 | 224'487 | 224'487 | 26'232 CHF | 28'477 CHF | 100.00% | 100.00% |