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 | 9.62% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 12'906 CHF | 14'206 CHF | 100.00% | 100.00% |
12.07.2024 | 9.61% | 0.09 CHF | 0.10 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 12'981 CHF | 14'281 CHF | 100.00% | 100.00% |
11.07.2024 | 8.06% | 0.12 CHF | 0.13 CHF | 130'000 | 130'000 | 129'893 | 129'893 | 15'515 CHF | 16'815 CHF | 100.00% | 100.00% |
10.07.2024 | 6.70% | 0.14 CHF | 0.16 CHF | 130'000 | 130'000 | 131'476 | 131'476 | 19'065 CHF | 20'380 CHF | 100.00% | 100.00% |
09.07.2024 | 6.35% | 0.17 CHF | 0.18 CHF | 140'000 | 140'000 | 134'762 | 134'762 | 20'791 CHF | 22'139 CHF | 100.00% | 100.00% |
08.07.2024 | 12.45% | 0.11 CHF | 0.12 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 10'310 CHF | 11'610 CHF | 99.99% | 99.99% |
05.07.2024 | - | 0.10 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
04.07.2024 | - | 0.10 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03.07.2024 | - | 0.14 CHF | - CHF | 130'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
02.07.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 27'798 CHF | 29'198 CHF | 71.48% | 100.00% |