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 | 12.00% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 97'395 | 97'395 | 7'649 CHF | 8'623 CHF | 100.00% | 100.00% |
12.07.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 97'397 | 97'397 | 8'704 CHF | 9'678 CHF | 100.00% | 100.00% |
11.07.2024 | 10.30% | 0.09 CHF | 0.10 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 8'971 CHF | 9'945 CHF | 100.00% | 100.00% |
10.07.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 98'092 | 98'092 | 7'530 CHF | 8'511 CHF | 100.00% | 100.00% |
09.07.2024 | 10.90% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 97'172 | 97'172 | 8'489 CHF | 9'463 CHF | 100.00% | 100.00% |
08.07.2024 | 11.37% | 0.08 CHF | 0.09 CHF | 100'000 | 100'000 | 97'228 | 97'228 | 8'100 CHF | 9'074 CHF | 100.00% | 100.00% |
05.07.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 100'000 | 100'000 | 97'389 | 97'389 | 10'509 CHF | 11'483 CHF | 99.82% | 99.82% |
04.07.2024 | 7.36% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 97'381 | 97'381 | 12'736 CHF | 13'710 CHF | 99.50% | 99.50% |
03.07.2024 | 8.57% | 0.12 CHF | 0.13 CHF | 100'000 | 100'000 | 97'377 | 97'377 | 10'931 CHF | 11'905 CHF | 99.36% | 99.36% |
02.07.2024 | 11.66% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 105'806 | 105'806 | 8'539 CHF | 9'597 CHF | 100.00% | 100.00% |