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 | 7.09% | 0.18 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 8'908 CHF | 9'565 CHF | 100.00% | 100.00% |
12.07.2024 | 6.73% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'429 CHF | 10'086 CHF | 100.00% | 100.00% |
11.07.2024 | 6.13% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'790 CHF | 10'410 CHF | 71.57% | 71.57% |
10.07.2024 | 6.61% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'602 CHF | 10'259 CHF | 100.00% | 100.00% |
09.07.2024 | 6.26% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 49'993 | 49'993 | 10'163 CHF | 10'820 CHF | 100.00% | 100.00% |
08.07.2024 | 6.00% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'616 CHF | 11'273 CHF | 100.00% | 100.00% |
05.07.2024 | 5.72% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'169 CHF | 11'826 CHF | 100.00% | 100.00% |
04.07.2024 | 5.79% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'000 CHF | 11'657 CHF | 100.00% | 100.00% |
03.07.2024 | 5.94% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'734 CHF | 11'391 CHF | 100.00% | 100.00% |
02.07.2024 | 6.06% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'500 CHF | 11'157 CHF | 100.00% | 100.00% |