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 | 6.29% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'116 CHF | 10'773 CHF | 100.00% | 100.00% |
12.07.2024 | 6.56% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'664 CHF | 10'321 CHF | 100.00% | 100.00% |
11.07.2024 | 6.41% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'343 CHF | 9'963 CHF | 71.59% | 71.59% |
10.07.2024 | 6.61% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'603 CHF | 10'260 CHF | 100.00% | 100.00% |
09.07.2024 | 6.99% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'046 CHF | 9'703 CHF | 100.00% | 100.00% |
08.07.2024 | 7.36% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'592 CHF | 9'249 CHF | 100.00% | 100.00% |
05.07.2024 | 7.73% | 0.16 CHF | 0.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'129 CHF | 8'786 CHF | 100.00% | 100.00% |
04.07.2024 | 7.62% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'278 CHF | 8'935 CHF | 100.00% | 100.00% |
03.07.2024 | 7.26% | 0.17 CHF | 0.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'690 CHF | 9'347 CHF | 100.00% | 100.00% |
02.07.2024 | 7.03% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'995 CHF | 9'652 CHF | 100.00% | 100.00% |