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 | 11.28% | 0.09 CHF | 0.10 CHF | 120'000 | 120'000 | 53'527 | 53'527 | 4'588 CHF | 5'126 CHF | 100.00% | 100.00% |
12.07.2024 | 11.04% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 53'498 | 53'498 | 4'587 CHF | 5'125 CHF | 100.00% | 100.00% |
11.07.2024 | 8.40% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 51'592 | 51'592 | 5'997 CHF | 6'515 CHF | 100.00% | 100.00% |
10.07.2024 | 8.98% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 51'395 | 51'395 | 5'683 CHF | 6'199 CHF | 100.00% | 100.00% |
09.07.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 110'000 | 110'000 | 51'416 | 51'416 | 5'439 CHF | 5'956 CHF | 100.00% | 100.00% |
08.07.2024 | 11.03% | 0.09 CHF | 0.10 CHF | 120'000 | 120'000 | 53'470 | 53'470 | 4'693 CHF | 5'231 CHF | 100.00% | 100.00% |
05.07.2024 | 13.95% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 53'221 | 53'221 | 3'815 CHF | 4'353 CHF | 99.90% | 99.90% |
04.07.2024 | 12.90% | 0.07 CHF | 0.08 CHF | 50'000 | 50'000 | 39'248 | 39'248 | 2'867 CHF | 3'261 CHF | 100.00% | 100.00% |
03.07.2024 | 11.47% | 0.07 CHF | 0.08 CHF | 120'000 | 120'000 | 53'524 | 53'524 | 4'429 CHF | 4'966 CHF | 100.00% | 100.00% |
02.07.2024 | 12.60% | 0.08 CHF | 0.09 CHF | 120'000 | 120'000 | 52'696 | 52'696 | 3'996 CHF | 4'526 CHF | 100.00% | 100.00% |