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 | 4.71% | 0.22 CHF | 0.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 12'487 CHF | 13'087 CHF | 100.00% | 100.00% |
12.07.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 12'673 CHF | 13'273 CHF | 100.00% | 100.00% |
11.07.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 60'000 | 60'000 | 59'955 | 59'955 | 12'523 CHF | 13'123 CHF | 100.00% | 100.00% |
10.07.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 60'203 | 60'203 | 14'158 CHF | 14'760 CHF | 100.00% | 100.00% |
09.07.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'500 | 60'500 | 14'662 CHF | 15'267 CHF | 100.00% | 100.00% |
08.07.2024 | 4.30% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 13'739 CHF | 14'341 CHF | 100.00% | 100.00% |
05.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 14'925 CHF | 15'528 CHF | 100.00% | 100.00% |
04.07.2024 | 4.16% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'118 CHF | 14'718 CHF | 100.00% | 100.00% |
03.07.2024 | 3.76% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 61'916 | 61'916 | 16'214 CHF | 16'833 CHF | 100.00% | 100.00% |
02.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 19'075 CHF | 19'725 CHF | 100.00% | 100.00% |