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 | 11.50% | 0.09 CHF | 0.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 3'279 CHF | 3'679 CHF | 100.00% | 100.00% |
12.07.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 2'897 CHF | 3'247 CHF | 100.00% | 100.00% |
11.07.2024 | 10.78% | 0.08 CHF | 0.09 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 2'638 CHF | 2'938 CHF | 100.00% | 100.00% |
10.07.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 2'971 CHF | 3'271 CHF | 100.00% | 100.00% |
09.07.2024 | 10.38% | 0.10 CHF | 0.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 3'208 CHF | 3'558 CHF | 100.00% | 100.00% |
08.07.2024 | 10.65% | 0.09 CHF | 0.10 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 3'111 CHF | 3'461 CHF | 100.00% | 100.00% |
05.07.2024 | 10.97% | 0.09 CHF | 0.10 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 3'015 CHF | 3'365 CHF | 100.00% | 100.00% |
04.07.2024 | 11.05% | 0.09 CHF | 0.10 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 2'994 CHF | 3'344 CHF | 100.00% | 100.00% |
03.07.2024 | 10.56% | 0.09 CHF | 0.10 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 2'690 CHF | 2'990 CHF | 100.00% | 100.00% |
02.07.2024 | 9.52% | 0.10 CHF | 0.11 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 3'000 CHF | 3'300 CHF | 100.00% | 100.00% |