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 | 7.88% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 18'312 CHF | 19'812 CHF | 99.52% | 99.52% |
12.07.2024 | 8.04% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 17'915 CHF | 19'415 CHF | 99.56% | 99.56% |
11.07.2024 | 7.58% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 19'060 CHF | 20'560 CHF | 99.53% | 99.53% |
10.07.2024 | 7.80% | 0.12 CHF | 0.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 15'413 CHF | 16'663 CHF | 99.54% | 99.54% |
09.07.2024 | 7.41% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 19'503 CHF | 21'003 CHF | 99.48% | 99.48% |
08.07.2024 | 7.95% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 18'129 CHF | 19'629 CHF | 99.49% | 99.49% |
05.07.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 14'885 CHF | 16'135 CHF | 99.52% | 99.52% |
04.07.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 17'294 CHF | 18'544 CHF | 99.53% | 99.53% |
03.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 17'628 CHF | 18'878 CHF | 99.57% | 99.57% |
02.07.2024 | 6.44% | 0.15 CHF | 0.16 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 18'801 CHF | 20'051 CHF | 99.43% | 99.48% |