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 | 6.51% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 14'859 CHF | 15'851 CHF | 100.00% | 100.00% |
12.07.2024 | 6.18% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 15'695 CHF | 16'687 CHF | 100.00% | 100.00% |
11.07.2024 | 6.65% | 0.15 CHF | 0.16 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 14'562 CHF | 15'554 CHF | 100.00% | 100.00% |
10.07.2024 | 7.57% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 12'724 CHF | 13'716 CHF | 100.00% | 100.00% |
09.07.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 11'190 CHF | 12'181 CHF | 99.49% | 99.49% |
08.07.2024 | 7.52% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 12'811 CHF | 13'803 CHF | 100.00% | 100.00% |
05.07.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 13'673 CHF | 14'664 CHF | 100.00% | 100.00% |
04.07.2024 | 7.08% | 0.14 CHF | 0.15 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 13'653 CHF | 14'645 CHF | 100.00% | 100.00% |
03.07.2024 | 7.64% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 12'628 CHF | 13'619 CHF | 100.00% | 100.00% |
02.07.2024 | 8.56% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 11'217 CHF | 12'209 CHF | 100.00% | 100.00% |