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 | 10.25% | 0.10 CHF | 0.11 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 21'273 CHF | 23'564 CHF | 100.00% | 100.00% |
12.07.2024 | 9.98% | 0.09 CHF | 0.10 CHF | 230'000 | 230'000 | 229'051 | 229'051 | 21'841 CHF | 24'132 CHF | 99.98% | 99.98% |
11.07.2024 | 8.27% | 0.11 CHF | 0.12 CHF | 230'000 | 230'000 | 228'876 | 228'876 | 26'601 CHF | 28'891 CHF | 98.50% | 98.50% |
10.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 230'000 | 230'000 | 238'928 | 238'928 | 32'142 CHF | 34'531 CHF | 98.44% | 98.44% |
09.07.2024 | 6.98% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 238'994 | 238'994 | 33'136 CHF | 35'526 CHF | 98.36% | 98.36% |
08.07.2024 | 7.71% | 0.12 CHF | 0.13 CHF | 240'000 | 240'000 | 238'628 | 238'628 | 29'769 CHF | 32'156 CHF | 97.08% | 97.08% |
05.07.2024 | 7.35% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 238'802 | 238'802 | 31'424 CHF | 33'812 CHF | 96.36% | 96.36% |
04.07.2024 | 7.18% | 0.13 CHF | 0.14 CHF | 240'000 | 240'000 | 239'000 | 239'000 | 32'098 CHF | 34'488 CHF | 98.92% | 98.92% |
03.07.2024 | 6.17% | 0.15 CHF | 0.16 CHF | 240'000 | 240'000 | 238'970 | 238'970 | 37'622 CHF | 40'011 CHF | 96.07% | 96.07% |
02.07.2024 | 5.76% | 0.16 CHF | 0.17 CHF | 240'000 | 240'000 | 238'973 | 238'973 | 40'336 CHF | 42'726 CHF | 95.41% | 95.41% |