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 | 11.55% | 0.08 CHF | 0.09 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 57'113 CHF | 64'113 CHF | 100.00% | 100.00% |
12.07.2024 | 11.32% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 66'675 CHF | 74'675 CHF | 100.00% | 100.00% |
11.07.2024 | 11.60% | 0.08 CHF | 0.09 CHF | 800'000 | 800'000 | 800'000 | 800'000 | 64'948 CHF | 72'948 CHF | 100.00% | 100.00% |
10.07.2024 | 11.27% | 0.08 CHF | 0.09 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 58'600 CHF | 65'600 CHF | 100.00% | 100.00% |
09.07.2024 | 11.06% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 59'777 CHF | 66'777 CHF | 100.00% | 100.00% |
08.07.2024 | 11.05% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 51'316 CHF | 57'316 CHF | 100.00% | 100.00% |
05.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 54'000 CHF | 60'000 CHF | 100.00% | 100.00% |
04.07.2024 | 10.53% | 0.09 CHF | 0.10 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 54'000 CHF | 60'000 CHF | 100.00% | 100.00% |
03.07.2024 | 9.58% | 0.10 CHF | 0.11 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 59'654 CHF | 65'654 CHF | 100.00% | 100.00% |
02.07.2024 | 10.48% | 0.09 CHF | 0.10 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 63'335 CHF | 70'335 CHF | 100.00% | 100.00% |