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 | 10.24% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 18'601 CHF | 20'601 CHF | 99.48% | 99.48% |
12.07.2024 | 9.78% | 0.12 CHF | 0.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 19'766 CHF | 21'766 CHF | 99.50% | 99.50% |
11.07.2024 | 8.45% | 0.11 CHF | 0.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 22'759 CHF | 24'759 CHF | 99.48% | 99.48% |
10.07.2024 | 7.04% | 0.13 CHF | 0.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'445 CHF | 29'445 CHF | 99.56% | 99.56% |
09.07.2024 | 6.59% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 29'408 CHF | 31'408 CHF | 99.49% | 99.49% |
08.07.2024 | 5.85% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 33'237 CHF | 35'237 CHF | 99.57% | 99.57% |
05.07.2024 | 6.17% | 0.16 CHF | 0.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 31'430 CHF | 33'430 CHF | 98.49% | 98.49% |
04.07.2024 | 6.94% | 0.15 CHF | 0.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 27'824 CHF | 29'824 CHF | 81.35% | 81.35% |
03.07.2024 | 7.64% | 0.14 CHF | 0.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 25'315 CHF | 27'315 CHF | 99.57% | 99.57% |
02.07.2024 | 10.03% | 0.10 CHF | 0.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 18'994 CHF | 20'994 CHF | 99.50% | 99.50% |