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 | 4.56% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'712 CHF | 11'212 CHF | 100.00% | 100.00% |
12.07.2024 | 4.48% | 0.21 CHF | 0.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'919 CHF | 11'419 CHF | 100.00% | 100.00% |
11.07.2024 | 4.33% | 0.21 CHF | 0.22 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 10'186 CHF | 10'636 CHF | 100.00% | 100.00% |
10.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 10'794 CHF | 11'244 CHF | 100.00% | 100.00% |
09.07.2024 | 4.19% | 0.24 CHF | 0.25 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 10'516 CHF | 10'966 CHF | 100.00% | 100.00% |
08.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'550 CHF | 12'050 CHF | 100.00% | 100.00% |
05.07.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'872 CHF | 11'372 CHF | 100.00% | 100.00% |
04.07.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 9'953 CHF | 10'403 CHF | 100.00% | 100.00% |
03.07.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'275 CHF | 9'675 CHF | 100.00% | 100.00% |
02.07.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 10'295 CHF | 10'695 CHF | 100.00% | 100.00% |