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 | 8.88% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 14'010 CHF | 15'310 CHF | 100.00% | 100.00% |
12.07.2024 | 8.46% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 14'734 CHF | 16'034 CHF | 100.00% | 100.00% |
11.07.2024 | 8.90% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 13'953 CHF | 15'253 CHF | 100.00% | 100.00% |
10.07.2024 | 9.05% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 13'727 CHF | 15'027 CHF | 100.00% | 100.00% |
09.07.2024 | 10.54% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 129'704 | 129'704 | 11'735 CHF | 13'035 CHF | 100.00% | 100.00% |
08.07.2024 | 8.70% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 129'771 | 129'771 | 14'358 CHF | 15'658 CHF | 99.99% | 99.99% |
05.07.2024 | 8.11% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 15'429 CHF | 16'729 CHF | 99.99% | 99.99% |
04.07.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 16'307 CHF | 17'607 CHF | 100.00% | 100.00% |
03.07.2024 | 9.72% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 12'752 CHF | 14'052 CHF | 100.00% | 100.00% |
02.07.2024 | 12.31% | 0.08 CHF | 0.09 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 9'938 CHF | 11'238 CHF | 100.00% | 100.00% |