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 | 5.96% | 0.25 CHF | 0.27 CHF | 50'000 | 50'000 | 48'697 | 48'697 | 11'818 CHF | 12'543 CHF | 100.00% | 100.00% |
12.07.2024 | 5.48% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 48'699 | 48'699 | 12'979 CHF | 13'709 CHF | 100.00% | 100.00% |
11.07.2024 | 5.26% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 48'698 | 48'698 | 13'529 CHF | 14'260 CHF | 100.00% | 100.00% |
10.07.2024 | 5.78% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 49'394 | 49'394 | 12'453 CHF | 13'194 CHF | 100.00% | 100.00% |
09.07.2024 | 5.48% | 0.26 CHF | 0.28 CHF | 50'000 | 50'000 | 48'576 | 48'576 | 13'005 CHF | 13'736 CHF | 100.00% | 100.00% |
08.07.2024 | 5.67% | 0.26 CHF | 0.28 CHF | 50'000 | 50'000 | 48'608 | 48'608 | 12'540 CHF | 13'271 CHF | 100.00% | 100.00% |
05.07.2024 | 4.94% | 0.28 CHF | 0.30 CHF | 50'000 | 50'000 | 48'695 | 48'695 | 14'443 CHF | 15'174 CHF | 99.81% | 99.81% |
04.07.2024 | 4.47% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 48'691 | 48'691 | 15'977 CHF | 16'708 CHF | 99.49% | 99.49% |
03.07.2024 | 4.89% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 48'673 | 48'673 | 14'578 CHF | 15'309 CHF | 99.35% | 99.35% |
02.07.2024 | 5.76% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 57'108 | 57'108 | 14'414 CHF | 15'271 CHF | 99.99% | 99.99% |