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 | 7.79% | 0.12 CHF | 0.13 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 16'046 CHF | 3'469 CHF | 100.00% | 100.00% |
12.07.2024 | 8.40% | 0.12 CHF | 0.13 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 14'837 CHF | 3'227 CHF | 100.00% | 100.00% |
11.07.2024 | 8.42% | 0.12 CHF | 0.13 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 14'798 CHF | 3'220 CHF | 100.00% | 100.00% |
10.07.2024 | 8.57% | 0.11 CHF | 0.12 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 14'527 CHF | 3'165 CHF | 100.00% | 100.00% |
09.07.2024 | 8.99% | 0.11 CHF | 0.12 CHF | 130'000 | 26'000 | 129'709 | 25'942 | 13'846 CHF | 3'029 CHF | 100.00% | 100.00% |
08.07.2024 | 20.17% | 0.11 CHF | 0.12 CHF | 130'000 | 26'000 | 129'776 | 25'955 | 13'997 CHF | 3'430 CHF | 100.00% | 100.00% |
05.07.2024 | 22.78% | 0.11 CHF | 0.14 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 13'661 CHF | 3'434 CHF | 100.00% | 100.00% |
04.07.2024 | 23.45% | 0.10 CHF | 0.12 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 13'098 CHF | 3'315 CHF | 100.00% | 100.00% |
03.07.2024 | 23.38% | 0.10 CHF | 0.13 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 13'050 CHF | 3'301 CHF | 100.00% | 100.00% |
02.07.2024 | 24.53% | 0.10 CHF | 0.12 CHF | 130'000 | 26'000 | 130'000 | 26'000 | 12'140 CHF | 3'106 CHF | 100.00% | 100.00% |