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 | 5.76% | 0.16 CHF | 0.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 16'915 CHF | 17'915 CHF | 100.00% | 100.00% |
12.07.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'181 CHF | 20'181 CHF | 100.00% | 100.00% |
11.07.2024 | 5.08% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'224 CHF | 20'224 CHF | 100.00% | 100.00% |
10.07.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 18'374 CHF | 19'374 CHF | 100.00% | 100.00% |
09.07.2024 | 5.09% | 0.18 CHF | 0.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'174 CHF | 20'174 CHF | 100.00% | 100.00% |
08.07.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'644 CHF | 20'644 CHF | 100.00% | 100.00% |
05.07.2024 | 4.61% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'214 CHF | 22'214 CHF | 100.00% | 100.00% |
04.07.2024 | 4.91% | 0.20 CHF | 0.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 19'861 CHF | 20'861 CHF | 100.00% | 100.00% |
03.07.2024 | 5.31% | 0.19 CHF | 0.20 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 22'961 CHF | 24'211 CHF | 100.00% | 100.00% |
02.07.2024 | 6.80% | 0.16 CHF | 0.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 17'806 CHF | 19'056 CHF | 100.00% | 100.00% |