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 | 9.91% | 0.09 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 12'467 CHF | 2'753 CHF | 100.00% | 100.00% |
12.07.2024 | 10.73% | 0.09 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 11'475 CHF | 2'555 CHF | 100.00% | 100.00% |
11.07.2024 | 10.74% | 0.09 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 11'461 CHF | 2'552 CHF | 100.00% | 100.00% |
10.07.2024 | 10.93% | 0.09 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 11'247 CHF | 2'509 CHF | 100.00% | 100.00% |
09.07.2024 | 11.48% | 0.08 CHF | 0.09 CHF | 130'000 | 26'000 | 129'710 | 25'942 | 10'699 CHF | 2'400 CHF | 100.00% | 100.00% |
08.07.2024 | 24.49% | 0.08 CHF | 0.09 CHF | 130'000 | 26'000 | 129'786 | 25'957 | 10'822 CHF | 2'771 CHF | 100.00% | 100.00% |
05.07.2024 | 26.79% | 0.08 CHF | 0.11 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 10'535 CHF | 2'758 CHF | 100.00% | 100.00% |
04.07.2024 | 27.79% | 0.08 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 10'073 CHF | 2'665 CHF | 100.00% | 100.00% |
03.07.2024 | 27.79% | 0.08 CHF | 0.11 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 10'072 CHF | 2'664 CHF | 100.00% | 100.00% |
02.07.2024 | 28.98% | 0.07 CHF | 0.10 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 9'303 CHF | 2'490 CHF | 100.00% | 100.00% |