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 | 4.88% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 20'000 CHF | 21'000 CHF | 99.55% | 99.55% |
12.07.2024 | 4.94% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'755 CHF | 20'755 CHF | 99.52% | 99.52% |
11.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'871 CHF | 20'871 CHF | 99.49% | 99.49% |
10.07.2024 | 5.09% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'159 CHF | 20'159 CHF | 99.42% | 99.53% |
09.07.2024 | 5.14% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 23'692 CHF | 24'942 CHF | 99.51% | 99.51% |
08.07.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 22'163 CHF | 23'413 CHF | 99.53% | 99.53% |
05.07.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 17'467 CHF | 18'467 CHF | 99.07% | 99.07% |
04.07.2024 | 4.66% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 12'627 CHF | 13'227 CHF | 99.55% | 99.55% |
03.07.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'710 CHF | 17'210 CHF | 99.55% | 99.55% |
02.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'541 CHF | 19'041 CHF | 99.50% | 99.50% |