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 | 8.66% | 0.12 CHF | 0.13 CHF | 600'000 | 600'000 | 265'224 | 265'224 | 29'949 CHF | 32'613 CHF | 100.00% | 100.00% |
12.07.2024 | 8.84% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 265'137 | 265'137 | 29'232 CHF | 31'896 CHF | 100.00% | 100.00% |
11.07.2024 | 9.66% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 272'220 | 272'220 | 28'774 CHF | 31'508 CHF | 99.99% | 99.99% |
10.07.2024 | 9.82% | 0.09 CHF | 0.10 CHF | 610'000 | 610'000 | 268'648 | 268'648 | 26'515 CHF | 29'214 CHF | 100.00% | 100.00% |
09.07.2024 | 9.70% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 266'773 | 266'773 | 26'732 CHF | 29'416 CHF | 100.00% | 100.00% |
08.07.2024 | 9.21% | 0.10 CHF | 0.11 CHF | 610'000 | 610'000 | 266'523 | 266'523 | 28'036 CHF | 30'716 CHF | 100.00% | 100.00% |
05.07.2024 | 9.23% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 265'559 | 265'559 | 28'138 CHF | 30'804 CHF | 99.86% | 99.86% |
04.07.2024 | 8.74% | 0.11 CHF | 0.12 CHF | 240'000 | 240'000 | 192'148 | 192'148 | 21'007 CHF | 22'929 CHF | 100.00% | 100.00% |
03.07.2024 | 9.54% | 0.11 CHF | 0.12 CHF | 600'000 | 600'000 | 265'211 | 265'211 | 27'337 CHF | 30'001 CHF | 100.00% | 100.00% |
02.07.2024 | 10.31% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 272'222 | 272'222 | 26'465 CHF | 29'200 CHF | 99.88% | 99.88% |