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 | 16.05% | 0.06 CHF | 0.07 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 7'454 CHF | 1'751 CHF | 100.00% | 100.00% |
12.07.2024 | 17.38% | 0.05 CHF | 0.06 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 6'831 CHF | 1'626 CHF | 100.00% | 100.00% |
11.07.2024 | 17.34% | 0.05 CHF | 0.06 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 6'854 CHF | 1'631 CHF | 100.00% | 100.00% |
10.07.2024 | 17.75% | 0.05 CHF | 0.06 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 6'678 CHF | 1'596 CHF | 100.00% | 100.00% |
09.07.2024 | 18.83% | 0.05 CHF | 0.06 CHF | 130'000 | 26'000 | 129'709 | 25'942 | 6'271 CHF | 1'514 CHF | 100.00% | 100.00% |
08.07.2024 | 33.44% | 0.05 CHF | 0.06 CHF | 130'000 | 26'000 | 129'776 | 25'955 | 6'377 CHF | 1'789 CHF | 100.00% | 100.00% |
05.07.2024 | 36.87% | 0.05 CHF | 0.07 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 6'188 CHF | 1'797 CHF | 100.00% | 100.00% |
04.07.2024 | 37.43% | 0.04 CHF | 0.07 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 5'932 CHF | 1'732 CHF | 100.00% | 100.00% |
03.07.2024 | 37.31% | 0.05 CHF | 0.07 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 5'955 CHF | 1'737 CHF | 100.00% | 100.00% |
02.07.2024 | 39.17% | 0.04 CHF | 0.07 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 5'499 CHF | 1'635 CHF | 100.00% | 100.00% |