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 | 5.23% | 0.35 CHF | 0.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'950 CHF | 15'750 CHF | 100.00% | 100.00% |
12.07.2024 | 4.82% | 0.41 CHF | 0.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 16'187 CHF | 16'987 CHF | 100.00% | 100.00% |
11.07.2024 | 4.56% | 0.41 CHF | 0.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 17'149 CHF | 17'949 CHF | 100.00% | 100.00% |
10.07.2024 | 4.82% | 0.41 CHF | 0.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 16'194 CHF | 16'994 CHF | 100.00% | 100.00% |
09.07.2024 | 4.53% | 0.38 CHF | 0.40 CHF | 30'000 | 30'000 | 29'892 | 29'892 | 13'004 CHF | 13'604 CHF | 100.00% | 100.00% |
08.07.2024 | 4.23% | 0.46 CHF | 0.48 CHF | 40'000 | 40'000 | 39'934 | 39'934 | 18'566 CHF | 19'366 CHF | 100.00% | 100.00% |
05.07.2024 | 5.06% | 0.41 CHF | 0.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 15'463 CHF | 16'263 CHF | 100.00% | 100.00% |
04.07.2024 | 5.57% | 0.33 CHF | 0.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'980 CHF | 14'780 CHF | 100.00% | 100.00% |
03.07.2024 | 5.74% | 0.34 CHF | 0.36 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'540 CHF | 14'340 CHF | 100.00% | 100.00% |
02.07.2024 | 5.95% | 0.35 CHF | 0.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'059 CHF | 13'859 CHF | 100.00% | 100.00% |