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 | 10.32% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 135'274 | 135'274 | 12'720 CHF | 14'078 CHF | 100.00% | 100.00% |
12.07.2024 | 10.46% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 135'228 | 135'228 | 12'428 CHF | 13'787 CHF | 100.00% | 100.00% |
11.07.2024 | 11.61% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 136'965 | 136'965 | 12'031 CHF | 13'407 CHF | 99.98% | 99.98% |
10.07.2024 | 11.86% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 136'966 | 136'966 | 11'032 CHF | 12'408 CHF | 100.00% | 100.00% |
09.07.2024 | 11.73% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 137'011 | 137'011 | 11'241 CHF | 12'620 CHF | 100.00% | 100.00% |
08.07.2024 | 10.99% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 136'683 | 136'683 | 11'869 CHF | 13'243 CHF | 100.00% | 100.00% |
05.07.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 135'370 | 135'370 | 11'791 CHF | 13'150 CHF | 100.00% | 100.00% |
04.07.2024 | 10.52% | 0.09 CHF | 0.10 CHF | 120'000 | 120'000 | 98'732 | 98'732 | 8'884 CHF | 9'871 CHF | 100.00% | 100.00% |
03.07.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 135'266 | 135'266 | 11'369 CHF | 12'728 CHF | 100.00% | 100.00% |
02.07.2024 | 12.66% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 136'987 | 136'987 | 10'755 CHF | 12'131 CHF | 99.88% | 99.88% |