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 | 9.50% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 194'790 | 194'790 | 19'532 CHF | 21'480 CHF | 100.00% | 100.00% |
12.07.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 194'795 | 194'795 | 21'311 CHF | 23'259 CHF | 100.00% | 100.00% |
11.07.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 194'791 | 194'791 | 22'203 CHF | 24'151 CHF | 99.99% | 99.99% |
10.07.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 195'486 | 195'486 | 19'883 CHF | 21'838 CHF | 100.00% | 100.00% |
09.07.2024 | 8.82% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 194'338 | 194'338 | 21'161 CHF | 23'109 CHF | 100.00% | 100.00% |
08.07.2024 | 9.16% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 194'440 | 194'440 | 20'337 CHF | 22'285 CHF | 100.00% | 100.00% |
05.07.2024 | 7.90% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 194'778 | 194'778 | 23'720 CHF | 25'668 CHF | 99.81% | 99.81% |
04.07.2024 | 7.03% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 194'763 | 194'763 | 26'719 CHF | 28'666 CHF | 99.49% | 99.49% |
03.07.2024 | 7.74% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 194'754 | 194'754 | 24'255 CHF | 26'202 CHF | 99.35% | 99.35% |
02.07.2024 | 9.38% | 0.10 CHF | 0.11 CHF | 210'000 | 210'000 | 203'200 | 203'200 | 20'638 CHF | 22'670 CHF | 99.99% | 99.99% |