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 | 6.37% | 0.15 CHF | 0.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'056 CHF | 3'256 CHF | 99.79% | 99.79% |
12.07.2024 | 7.92% | 0.11 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'432 CHF | 2'632 CHF | 98.47% | 98.47% |
11.07.2024 | 7.68% | 0.12 CHF | 0.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'508 CHF | 2'708 CHF | 94.07% | 94.07% |
10.07.2024 | 7.40% | 0.13 CHF | 0.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'603 CHF | 2'803 CHF | 99.35% | 99.35% |
09.07.2024 | 7.83% | 0.14 CHF | 0.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'471 CHF | 2'671 CHF | 100.00% | 100.00% |
08.07.2024 | 9.65% | 0.11 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 1'977 CHF | 2'177 CHF | 98.99% | 98.99% |
05.07.2024 | 9.44% | 0.10 CHF | 0.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'022 CHF | 2'222 CHF | 100.00% | 100.00% |
04.07.2024 | 8.29% | 0.11 CHF | 0.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 2'319 CHF | 2'519 CHF | 98.16% | 98.16% |
03.07.2024 | 6.29% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'084 CHF | 3'284 CHF | 100.00% | 100.00% |
02.07.2024 | 5.84% | 0.16 CHF | 0.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 3'325 CHF | 3'525 CHF | 100.00% | 100.00% |