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 | 3.63% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'523 CHF | 14'023 CHF | 100.00% | 100.00% |
12.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'026 CHF | 13'526 CHF | 100.00% | 100.00% |
11.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'825 CHF | 13'325 CHF | 71.57% | 71.57% |
10.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'001 CHF | 13'501 CHF | 100.00% | 100.00% |
09.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'499 CHF | 12'999 CHF | 100.00% | 100.00% |
08.07.2024 | 4.60% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'993 CHF | 12'559 CHF | 100.00% | 100.00% |
05.07.2024 | 5.49% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'601 CHF | 12'257 CHF | 100.00% | 100.00% |
04.07.2024 | 5.43% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'750 CHF | 12'407 CHF | 100.00% | 100.00% |
03.07.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'160 CHF | 12'660 CHF | 100.00% | 100.00% |
02.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'490 CHF | 12'990 CHF | 100.00% | 100.00% |