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 | 4.73% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'346 CHF | 10'846 CHF | 100.00% | 100.00% |
12.07.2024 | 4.53% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'796 CHF | 11'296 CHF | 98.41% | 98.41% |
11.07.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'254 CHF | 11'754 CHF | 98.65% | 98.65% |
10.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'310 CHF | 11'810 CHF | 99.80% | 99.80% |
09.07.2024 | 3.92% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'510 CHF | 13'010 CHF | 100.00% | 100.00% |
08.07.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'725 CHF | 14'225 CHF | 98.99% | 98.99% |
05.07.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'621 CHF | 14'121 CHF | 100.00% | 100.00% |
04.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'924 CHF | 13'424 CHF | 98.16% | 98.16% |
03.07.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'147 CHF | 11'647 CHF | 100.00% | 100.00% |
02.07.2024 | 5.58% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'753 CHF | 9'253 CHF | 100.00% | 100.00% |