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 | 17.04% | 0.08 CHF | 0.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 3'515 CHF | 4'172 CHF | 100.00% | 100.00% |
12.07.2024 | 14.87% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'085 CHF | 4'742 CHF | 100.00% | 100.00% |
11.07.2024 | 13.03% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'443 CHF | 5'063 CHF | 71.59% | 71.59% |
10.07.2024 | 14.37% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'237 CHF | 4'894 CHF | 100.00% | 100.00% |
09.07.2024 | 12.79% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'810 CHF | 5'467 CHF | 100.00% | 100.00% |
08.07.2024 | 11.70% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'282 CHF | 5'938 CHF | 100.00% | 100.00% |
05.07.2024 | 10.72% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'819 CHF | 6'476 CHF | 100.00% | 100.00% |
04.07.2024 | 10.79% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'750 CHF | 6'407 CHF | 100.00% | 100.00% |
03.07.2024 | 11.50% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'391 CHF | 6'048 CHF | 100.00% | 100.00% |
02.07.2024 | 12.09% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'105 CHF | 5'762 CHF | 100.00% | 100.00% |