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 | 9.10% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 21'008 CHF | 23'008 CHF | 100.00% | 100.00% |
12.07.2024 | 8.95% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 211'613 | 211'613 | 22'635 CHF | 24'751 CHF | 100.00% | 100.00% |
11.07.2024 | 9.28% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 208'351 | 208'351 | 21'432 CHF | 23'516 CHF | 99.99% | 99.99% |
10.07.2024 | 9.12% | 0.10 CHF | 0.11 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 23'041 CHF | 25'241 CHF | 100.00% | 100.00% |
09.07.2024 | 10.14% | 0.09 CHF | 0.10 CHF | 200'000 | 200'000 | 202'837 | 202'837 | 19'075 CHF | 21'109 CHF | 100.00% | 100.00% |
08.07.2024 | 8.87% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 218'752 | 218'752 | 23'666 CHF | 25'858 CHF | 100.00% | 100.00% |
05.07.2024 | 9.07% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 22'123 CHF | 24'223 CHF | 99.81% | 99.81% |
04.07.2024 | 9.04% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 22'195 CHF | 24'295 CHF | 99.50% | 99.50% |
03.07.2024 | 8.64% | 0.11 CHF | 0.12 CHF | 210'000 | 210'000 | 208'115 | 208'115 | 23'060 CHF | 25'141 CHF | 99.36% | 99.36% |
02.07.2024 | 9.69% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 190'936 | 190'936 | 20'485 CHF | 22'414 CHF | 100.00% | 100.00% |