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 | 9.57% | 0.09 CHF | 0.10 CHF | 260'000 | 260'000 | 252'430 | 252'430 | 25'137 CHF | 27'662 CHF | 99.96% | 99.96% |
12.07.2024 | 9.70% | 0.09 CHF | 0.10 CHF | 260'000 | 260'000 | 253'194 | 253'194 | 24'956 CHF | 27'488 CHF | 100.00% | 100.00% |
11.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 250'000 | 250'000 | 251'469 | 251'469 | 25'610 CHF | 28'125 CHF | 99.99% | 99.99% |
10.07.2024 | 10.02% | 0.09 CHF | 0.10 CHF | 260'000 | 260'000 | 254'193 | 254'193 | 24'110 CHF | 26'652 CHF | 100.00% | 100.00% |
09.07.2024 | 9.22% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 249'131 | 249'131 | 25'979 CHF | 28'479 CHF | 100.00% | 100.00% |
08.07.2024 | 8.63% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 249'577 | 249'577 | 27'790 CHF | 30'290 CHF | 99.99% | 99.99% |
05.07.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 28'775 CHF | 31'275 CHF | 99.81% | 99.81% |
04.07.2024 | 9.42% | 0.10 CHF | 0.11 CHF | 250'000 | 250'000 | 251'278 | 251'278 | 25'420 CHF | 27'933 CHF | 99.49% | 99.49% |
03.07.2024 | 11.16% | 0.08 CHF | 0.09 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 22'014 CHF | 24'614 CHF | 100.00% | 100.00% |
02.07.2024 | 13.46% | 0.08 CHF | 0.09 CHF | 260'000 | 260'000 | 267'608 | 267'608 | 18'587 CHF | 21'263 CHF | 100.00% | 100.00% |