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 | 9.53% | 0.10 CHF | 0.11 CHF | 440'000 | 440'000 | 195'374 | 195'374 | 20'139 CHF | 22'103 CHF | 100.00% | 100.00% |
12.07.2024 | 10.88% | 0.09 CHF | 0.10 CHF | 440'000 | 440'000 | 180'749 | 180'749 | 16'311 CHF | 18'127 CHF | 99.90% | 99.90% |
11.07.2024 | 8.95% | 0.11 CHF | 0.12 CHF | 440'000 | 440'000 | 195'437 | 195'437 | 21'121 CHF | 23'084 CHF | 99.99% | 99.99% |
10.07.2024 | 7.53% | 0.12 CHF | 0.13 CHF | 440'000 | 440'000 | 195'498 | 195'498 | 25'261 CHF | 27'225 CHF | 100.00% | 100.00% |
09.07.2024 | 6.89% | 0.13 CHF | 0.14 CHF | 440'000 | 440'000 | 195'167 | 195'167 | 28'054 CHF | 30'017 CHF | 100.00% | 100.00% |
08.07.2024 | 6.54% | 0.16 CHF | 0.17 CHF | 440'000 | 440'000 | 195'314 | 195'314 | 30'151 CHF | 32'115 CHF | 100.00% | 100.00% |
05.07.2024 | 6.95% | 0.15 CHF | 0.16 CHF | 440'000 | 440'000 | 195'453 | 195'453 | 28'443 CHF | 30'408 CHF | 99.89% | 99.89% |
04.07.2024 | 7.02% | 0.14 CHF | 0.15 CHF | 180'000 | 180'000 | 142'781 | 142'781 | 19'629 CHF | 21'057 CHF | 100.00% | 100.00% |
03.07.2024 | 6.85% | 0.14 CHF | 0.15 CHF | 440'000 | 440'000 | 195'442 | 195'442 | 27'936 CHF | 29'899 CHF | 100.00% | 100.00% |
02.07.2024 | 5.79% | 0.16 CHF | 0.17 CHF | 440'000 | 440'000 | 195'722 | 195'722 | 33'541 CHF | 35'507 CHF | 100.00% | 100.00% |