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 | 4.97% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'820 CHF | 10'320 CHF | 100.00% | 100.00% |
12.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'593 CHF | 10'093 CHF | 98.47% | 98.47% |
11.07.2024 | 5.02% | 0.19 CHF | 0.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'716 CHF | 10'216 CHF | 69.28% | 69.28% |
10.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'003 CHF | 10'503 CHF | 99.78% | 99.78% |
09.07.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'040 CHF | 10'540 CHF | 100.00% | 100.00% |
08.07.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'000 CHF | 10'500 CHF | 98.99% | 98.99% |
05.07.2024 | 4.87% | 0.20 CHF | 0.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'009 CHF | 10'509 CHF | 100.00% | 100.00% |
04.07.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'914 CHF | 11'414 CHF | 98.17% | 98.17% |
03.07.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'940 CHF | 11'440 CHF | 100.00% | 100.00% |
02.07.2024 | 4.26% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'494 CHF | 11'994 CHF | 100.00% | 100.00% |