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 | 8.85% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 165'556 | 165'556 | 17'912 CHF | 19'568 CHF | 100.00% | 100.00% |
12.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 170'000 | 170'000 | 165'576 | 165'576 | 20'246 CHF | 21'902 CHF | 100.00% | 100.00% |
11.07.2024 | 7.54% | 0.12 CHF | 0.13 CHF | 180'000 | 180'000 | 175'312 | 175'312 | 22'380 CHF | 24'134 CHF | 100.00% | 100.00% |
10.07.2024 | 8.92% | 0.11 CHF | 0.12 CHF | 180'000 | 180'000 | 176'007 | 176'007 | 18'876 CHF | 20'636 CHF | 100.00% | 100.00% |
09.07.2024 | 8.09% | 0.11 CHF | 0.12 CHF | 190'000 | 190'000 | 183'876 | 183'876 | 21'943 CHF | 23'786 CHF | 100.00% | 100.00% |
08.07.2024 | 8.60% | 0.11 CHF | 0.12 CHF | 170'000 | 170'000 | 165'273 | 165'273 | 18'470 CHF | 20'126 CHF | 100.00% | 100.00% |
05.07.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 146'084 | 146'084 | 20'514 CHF | 21'975 CHF | 99.82% | 99.82% |
04.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 150'000 | 150'000 | 146'072 | 146'072 | 24'292 CHF | 25'753 CHF | 99.50% | 99.50% |
03.07.2024 | 6.65% | 0.16 CHF | 0.17 CHF | 190'000 | 190'000 | 186'871 | 186'871 | 27'252 CHF | 29'121 CHF | 99.36% | 99.36% |
02.07.2024 | 8.88% | 0.10 CHF | 0.11 CHF | 180'000 | 180'000 | 173'983 | 173'983 | 18'708 CHF | 20'448 CHF | 99.99% | 99.99% |