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 | 11.68% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 265'225 | 265'225 | 21'863 CHF | 24'527 CHF | 100.00% | 100.00% |
12.07.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 265'132 | 265'132 | 21'371 CHF | 24'034 CHF | 100.00% | 100.00% |
11.07.2024 | 13.04% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 272'243 | 272'243 | 20'992 CHF | 23'726 CHF | 100.00% | 100.00% |
10.07.2024 | 13.28% | 0.07 CHF | 0.08 CHF | 610'000 | 610'000 | 268'648 | 268'648 | 19'218 CHF | 21'917 CHF | 100.00% | 100.00% |
09.07.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 600'000 | 600'000 | 266'767 | 266'767 | 19'402 CHF | 22'086 CHF | 100.00% | 100.00% |
08.07.2024 | 12.35% | 0.07 CHF | 0.08 CHF | 610'000 | 610'000 | 266'521 | 266'521 | 20'478 CHF | 23'158 CHF | 100.00% | 100.00% |
05.07.2024 | 12.44% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 265'345 | 265'345 | 20'514 CHF | 23'180 CHF | 100.00% | 100.00% |
04.07.2024 | 11.80% | 0.08 CHF | 0.09 CHF | 240'000 | 240'000 | 192'148 | 192'148 | 15'315 CHF | 17'237 CHF | 100.00% | 100.00% |
03.07.2024 | 12.89% | 0.08 CHF | 0.09 CHF | 600'000 | 600'000 | 265'212 | 265'212 | 19'877 CHF | 22'541 CHF | 100.00% | 100.00% |
02.07.2024 | 14.04% | 0.07 CHF | 0.08 CHF | 600'000 | 600'000 | 272'223 | 272'223 | 19'095 CHF | 21'830 CHF | 99.88% | 99.88% |