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 | 4.58% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'689 CHF | 11'189 CHF | 100.00% | 100.00% |
12.07.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'246 CHF | 11'746 CHF | 98.43% | 98.43% |
11.07.2024 | 4.34% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'287 CHF | 11'787 CHF | 69.28% | 69.28% |
10.07.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'107 CHF | 11'607 CHF | 99.80% | 99.80% |
09.07.2024 | 4.74% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'312 CHF | 10'812 CHF | 100.00% | 100.00% |
08.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'561 CHF | 12'061 CHF | 98.97% | 98.97% |
05.07.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'351 CHF | 11'851 CHF | 100.00% | 100.00% |
04.07.2024 | 3.59% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'678 CHF | 14'178 CHF | 98.15% | 98.15% |
03.07.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'203 CHF | 13'703 CHF | 100.00% | 100.00% |
02.07.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'782 CHF | 14'282 CHF | 100.00% | 100.00% |