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 | 9.71% | 0.09 CHF | 0.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 14'706 CHF | 16'206 CHF | 100.00% | 100.00% |
12.07.2024 | 8.85% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 16'227 CHF | 17'727 CHF | 100.00% | 100.00% |
11.07.2024 | 9.12% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 15'711 CHF | 17'211 CHF | 99.99% | 99.99% |
10.07.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 15'942 CHF | 17'442 CHF | 100.00% | 100.00% |
09.07.2024 | 9.10% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 149'663 | 149'663 | 15'768 CHF | 17'268 CHF | 100.00% | 100.00% |
08.07.2024 | 8.68% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 149'741 | 149'741 | 16'569 CHF | 18'069 CHF | 98.73% | 98.73% |
05.07.2024 | 8.33% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 17'253 CHF | 18'753 CHF | 100.00% | 100.00% |
04.07.2024 | 8.29% | 0.12 CHF | 0.13 CHF | 80'000 | 80'000 | 134'719 | 134'719 | 15'556 CHF | 16'904 CHF | 100.00% | 100.00% |
03.07.2024 | 7.97% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 18'072 CHF | 19'572 CHF | 100.00% | 100.00% |
02.07.2024 | 7.23% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 20'015 CHF | 21'515 CHF | 100.00% | 100.00% |