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 | 6.02% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'121 CHF | 8'621 CHF | 100.00% | 100.00% |
12.07.2024 | 5.23% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'344 CHF | 9'844 CHF | 98.42% | 98.42% |
11.07.2024 | 4.95% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'870 CHF | 10'370 CHF | 98.74% | 98.74% |
10.07.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'542 CHF | 10'042 CHF | 99.76% | 99.76% |
09.07.2024 | 5.75% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'470 CHF | 8'970 CHF | 100.00% | 100.00% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'022 CHF | 10'522 CHF | 98.98% | 98.98% |
05.07.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'898 CHF | 10'398 CHF | 100.00% | 100.00% |
04.07.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'698 CHF | 15'198 CHF | 98.15% | 98.15% |
03.07.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'570 CHF | 14'070 CHF | 100.00% | 100.00% |
02.07.2024 | 3.35% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'690 CHF | 15'190 CHF | 100.00% | 100.00% |