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 | - | 0.09 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |
12.07.2024 | 7.34% | 0.08 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'621 CHF | 10'352 CHF | 16.11% | 99.01% |
11.07.2024 | 7.16% | 0.15 CHF | 0.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 9'425 CHF | 10'123 CHF | 75.41% | 99.09% |
10.07.2024 | 5.17% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'262 CHF | 12'912 CHF | 100.00% | 100.00% |
09.07.2024 | 6.05% | 0.28 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'046 CHF | 12'795 CHF | 100.00% | 100.00% |
08.07.2024 | 5.45% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'364 CHF | 13'058 CHF | 100.00% | 100.00% |
05.07.2024 | 4.59% | 0.29 CHF | 0.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'737 CHF | 15'428 CHF | 98.98% | 98.98% |
04.07.2024 | 3.75% | 0.36 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'361 CHF | 19'062 CHF | 100.00% | 100.00% |
03.07.2024 | 3.39% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'782 CHF | 20'464 CHF | 97.26% | 97.26% |
02.07.2024 | 2.43% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'918 CHF | 25'528 CHF | 100.00% | 100.00% |