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 | 9.22% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 146'092 | 146'092 | 15'120 CHF | 16'581 CHF | 100.00% | 100.00% |
12.07.2024 | 8.09% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 146'096 | 146'096 | 17'337 CHF | 18'798 CHF | 100.00% | 100.00% |
11.07.2024 | 8.05% | 0.11 CHF | 0.12 CHF | 150'000 | 150'000 | 146'094 | 146'094 | 17'421 CHF | 18'882 CHF | 100.00% | 100.00% |
10.07.2024 | 8.20% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 146'091 | 146'091 | 17'108 CHF | 18'569 CHF | 100.00% | 100.00% |
09.07.2024 | 7.88% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 145'729 | 145'729 | 17'845 CHF | 19'306 CHF | 100.00% | 100.00% |
08.07.2024 | 7.67% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 145'814 | 145'814 | 18'362 CHF | 19'822 CHF | 100.00% | 100.00% |
05.07.2024 | 7.14% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 146'084 | 146'084 | 19'765 CHF | 21'226 CHF | 99.82% | 99.82% |
04.07.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 150'000 | 150'000 | 146'072 | 146'072 | 18'765 CHF | 20'226 CHF | 99.50% | 99.50% |
03.07.2024 | 7.96% | 0.12 CHF | 0.13 CHF | 150'000 | 150'000 | 146'066 | 146'066 | 17'637 CHF | 19'098 CHF | 99.35% | 99.35% |
02.07.2024 | 9.87% | 0.10 CHF | 0.11 CHF | 150'000 | 150'000 | 155'423 | 155'423 | 14'976 CHF | 16'530 CHF | 100.00% | 100.00% |