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 | 5.38% | 0.20 CHF | 0.21 CHF | 47'000 | 47'000 | 47'170 | 47'170 | 8'590 CHF | 9'062 CHF | 100.00% | 100.00% |
12.07.2024 | 6.02% | 0.16 CHF | 0.17 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 7'584 CHF | 8'054 CHF | 100.00% | 100.00% |
11.07.2024 | 6.58% | 0.16 CHF | 0.17 CHF | 47'000 | 47'000 | 46'974 | 46'974 | 6'926 CHF | 7'396 CHF | 100.00% | 100.00% |
10.07.2024 | 5.84% | 0.17 CHF | 0.18 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 7'821 CHF | 8'291 CHF | 100.00% | 100.00% |
09.07.2024 | 6.59% | 0.19 CHF | 0.20 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 6'920 CHF | 7'390 CHF | 100.00% | 100.00% |
08.07.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 46'000 | 46'000 | 46'304 | 46'304 | 6'038 CHF | 6'501 CHF | 99.69% | 99.69% |
05.07.2024 | 5.25% | 0.17 CHF | 0.18 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 8'806 CHF | 9'277 CHF | 100.00% | 100.00% |
04.07.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 10'248 CHF | 10'728 CHF | 100.00% | 100.00% |
03.07.2024 | 4.38% | 0.22 CHF | 0.23 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 10'734 CHF | 11'214 CHF | 100.00% | 100.00% |
02.07.2024 | 4.17% | 0.22 CHF | 0.23 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 11'282 CHF | 11'762 CHF | 100.00% | 100.00% |