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 | 5.79% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'995 CHF | 11'652 CHF | 100.00% | 100.00% |
12.07.2024 | 5.51% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'580 CHF | 12'237 CHF | 100.00% | 100.00% |
11.07.2024 | 4.86% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'938 CHF | 12'532 CHF | 71.61% | 71.61% |
10.07.2024 | 5.44% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'748 CHF | 12'405 CHF | 100.00% | 100.00% |
09.07.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'382 CHF | 12'882 CHF | 100.00% | 100.00% |
08.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'764 CHF | 13'264 CHF | 100.00% | 100.00% |
05.07.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'267 CHF | 13'767 CHF | 100.00% | 100.00% |
04.07.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'000 CHF | 13'500 CHF | 100.00% | 100.00% |
03.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'959 CHF | 13'459 CHF | 100.00% | 100.00% |
02.07.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'593 CHF | 13'093 CHF | 100.00% | 100.00% |