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 | 14.36% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 29'098 CHF | 33'598 CHF | 100.00% | 100.00% |
12.07.2024 | 14.68% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 28'410 CHF | 32'910 CHF | 100.00% | 100.00% |
11.07.2024 | 14.32% | 0.07 CHF | 0.08 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 29'177 CHF | 33'677 CHF | 100.00% | 100.00% |
10.07.2024 | 13.63% | 0.07 CHF | 0.08 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 23'937 CHF | 27'437 CHF | 100.00% | 100.00% |
09.07.2024 | 12.11% | 0.08 CHF | 0.09 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 27'152 CHF | 30'652 CHF | 100.00% | 100.00% |
08.07.2024 | 11.56% | 0.08 CHF | 0.09 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 28'539 CHF | 32'039 CHF | 100.00% | 100.00% |
05.07.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 28'999 CHF | 32'499 CHF | 100.00% | 100.00% |
04.07.2024 | 11.17% | 0.08 CHF | 0.09 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 25'357 CHF | 28'357 CHF | 100.00% | 100.00% |
03.07.2024 | 10.67% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'608 CHF | 29'608 CHF | 100.00% | 100.00% |
02.07.2024 | 10.58% | 0.09 CHF | 0.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 26'866 CHF | 29'866 CHF | 100.00% | 100.00% |