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 | 8.76% | 0.13 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'622 CHF | 7'222 CHF | 100.00% | 100.00% |
12.07.2024 | 8.44% | 0.11 CHF | 0.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 6'825 CHF | 7'425 CHF | 100.00% | 100.00% |
11.07.2024 | 8.66% | 0.12 CHF | 0.13 CHF | 60'000 | 60'000 | 59'953 | 59'953 | 6'666 CHF | 7'266 CHF | 99.97% | 99.97% |
10.07.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 8'296 CHF | 8'898 CHF | 100.00% | 100.00% |
09.07.2024 | 6.70% | 0.16 CHF | 0.17 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 8'803 CHF | 9'408 CHF | 100.00% | 100.00% |
08.07.2024 | 7.41% | 0.14 CHF | 0.16 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 7'888 CHF | 8'490 CHF | 99.99% | 99.99% |
05.07.2024 | 6.48% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 9'057 CHF | 9'660 CHF | 99.99% | 99.99% |
04.07.2024 | 6.99% | 0.14 CHF | 0.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 8'299 CHF | 8'899 CHF | 100.00% | 100.00% |
03.07.2024 | 5.94% | 0.17 CHF | 0.18 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 10'169 CHF | 10'789 CHF | 100.00% | 100.00% |
02.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 12'774 CHF | 13'424 CHF | 99.99% | 99.99% |