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 | 10.51% | 0.08 CHF | 0.09 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 25'431 CHF | 28'231 CHF | 100.00% | 100.00% |
12.07.2024 | 10.41% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 25'563 CHF | 28'363 CHF | 100.00% | 100.00% |
11.07.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 29'229 CHF | 32'029 CHF | 99.99% | 99.99% |
10.07.2024 | 9.33% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 28'622 CHF | 31'422 CHF | 100.00% | 100.00% |
09.07.2024 | 8.92% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 279'297 | 279'297 | 30'100 CHF | 32'900 CHF | 99.74% | 99.74% |
08.07.2024 | 7.83% | 0.11 CHF | 0.12 CHF | 280'000 | 280'000 | 279'321 | 279'321 | 34'399 CHF | 37'197 CHF | 100.00% | 100.00% |
05.07.2024 | 7.61% | 0.13 CHF | 0.14 CHF | 280'000 | 280'000 | 273'472 | 273'472 | 34'603 CHF | 37'338 CHF | 99.99% | 99.99% |
04.07.2024 | 9.03% | 0.11 CHF | 0.12 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 29'650 CHF | 32'450 CHF | 100.00% | 100.00% |
03.07.2024 | 8.32% | 0.12 CHF | 0.13 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 32'265 CHF | 35'065 CHF | 100.00% | 100.00% |
02.07.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 27'736 CHF | 30'536 CHF | 99.99% | 99.99% |