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 | 7.08% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 17'787 CHF | 19'087 CHF | 100.00% | 100.00% |
12.07.2024 | 7.51% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 16'676 CHF | 17'976 CHF | 100.00% | 100.00% |
11.07.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 18'280 CHF | 19'580 CHF | 100.00% | 100.00% |
10.07.2024 | 8.12% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 15'375 CHF | 16'675 CHF | 100.00% | 100.00% |
09.07.2024 | 8.41% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 129'710 | 129'710 | 14'858 CHF | 16'158 CHF | 100.00% | 100.00% |
08.07.2024 | 8.91% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 129'777 | 129'777 | 13'987 CHF | 15'287 CHF | 99.75% | 99.75% |
05.07.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 12'896 CHF | 14'196 CHF | 100.00% | 100.00% |
04.07.2024 | 8.55% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 14'567 CHF | 15'867 CHF | 100.00% | 100.00% |
03.07.2024 | 9.04% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 13'753 CHF | 15'053 CHF | 100.00% | 100.00% |
02.07.2024 | 8.08% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 15'493 CHF | 16'793 CHF | 99.99% | 99.99% |