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 | 9.52% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 35'000 CHF | 38'500 CHF | 100.00% | 100.00% |
12.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 40'000 CHF | 44'000 CHF | 100.00% | 100.00% |
11.07.2024 | 9.51% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 35'065 CHF | 38'565 CHF | 100.00% | 100.00% |
10.07.2024 | 8.53% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 33'735 CHF | 36'735 CHF | 100.00% | 100.00% |
09.07.2024 | 8.66% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 38'691 CHF | 42'191 CHF | 100.00% | 100.00% |
08.07.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 37'918 CHF | 41'418 CHF | 100.00% | 100.00% |
05.07.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 35'238 CHF | 38'738 CHF | 100.00% | 100.00% |
04.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 35'000 CHF | 38'500 CHF | 100.00% | 100.00% |
03.07.2024 | 9.20% | 0.10 CHF | 0.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 31'187 CHF | 34'187 CHF | 100.00% | 100.00% |
02.07.2024 | 8.19% | 0.11 CHF | 0.12 CHF | 300'000 | 300'000 | 329'898 | 329'898 | 38'752 CHF | 42'051 CHF | 100.00% | 100.00% |