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 | 9.36% | 0.13 CHF | 0.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'690 CHF | 7'347 CHF | 100.00% | 100.00% |
12.07.2024 | 10.04% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'202 CHF | 6'859 CHF | 100.00% | 100.00% |
11.07.2024 | 9.97% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'888 CHF | 6'508 CHF | 71.61% | 71.61% |
10.07.2024 | 10.15% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 6'136 CHF | 6'793 CHF | 100.00% | 100.00% |
09.07.2024 | 11.03% | 0.12 CHF | 0.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'607 CHF | 6'264 CHF | 100.00% | 100.00% |
08.07.2024 | 12.03% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'126 CHF | 5'783 CHF | 100.00% | 100.00% |
05.07.2024 | 13.10% | 0.09 CHF | 0.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 4'657 CHF | 5'314 CHF | 100.00% | 100.00% |
04.07.2024 | 12.30% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'000 CHF | 5'657 CHF | 100.00% | 100.00% |
03.07.2024 | 11.78% | 0.10 CHF | 0.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'224 CHF | 5'881 CHF | 100.00% | 100.00% |
02.07.2024 | 11.23% | 0.11 CHF | 0.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 5'504 CHF | 6'161 CHF | 100.00% | 100.00% |