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 | 9.29% | 0.16 CHF | 0.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'955 CHF | 7'633 CHF | 100.00% | 100.00% |
12.07.2024 | 8.96% | 0.19 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'636 CHF | 8'352 CHF | 100.00% | 100.00% |
11.07.2024 | 8.53% | 0.19 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 8'086 CHF | 8'806 CHF | 100.00% | 100.00% |
10.07.2024 | 9.06% | 0.19 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'589 CHF | 8'309 CHF | 100.00% | 100.00% |
09.07.2024 | 8.46% | 0.18 CHF | 0.19 CHF | 40'000 | 40'000 | 39'855 | 39'855 | 8'188 CHF | 8'907 CHF | 100.00% | 100.00% |
08.07.2024 | 7.95% | 0.22 CHF | 0.24 CHF | 40'000 | 40'000 | 39'931 | 39'931 | 8'864 CHF | 9'596 CHF | 100.00% | 100.00% |
05.07.2024 | 8.71% | 0.19 CHF | 0.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 7'219 CHF | 7'875 CHF | 100.00% | 100.00% |
04.07.2024 | 9.51% | 0.15 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'418 CHF | 7'058 CHF | 100.00% | 100.00% |
03.07.2024 | 9.82% | 0.16 CHF | 0.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'204 CHF | 6'844 CHF | 100.00% | 100.00% |
02.07.2024 | 10.11% | 0.16 CHF | 0.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 6'014 CHF | 6'654 CHF | 100.00% | 100.00% |