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 | 5.58% | 0.17 CHF | 0.18 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 15'712 CHF | 16'612 CHF | 100.00% | 100.00% |
12.07.2024 | 5.57% | 0.18 CHF | 0.19 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 15'774 CHF | 16'674 CHF | 100.00% | 100.00% |
11.07.2024 | 4.09% | 0.18 CHF | 0.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 7'364 CHF | 7'664 CHF | 100.00% | 100.00% |
10.07.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'913 CHF | 18'213 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 20'060 CHF | 20'410 CHF | 100.00% | 100.00% |
08.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 19'119 CHF | 19'469 CHF | 100.00% | 100.00% |
05.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 18'106 CHF | 18'456 CHF | 100.00% | 100.00% |
04.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 18'245 CHF | 18'595 CHF | 100.00% | 100.00% |
03.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'044 CHF | 20'444 CHF | 100.00% | 100.00% |
02.07.2024 | 2.14% | 0.49 CHF | 0.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 18'503 CHF | 18'903 CHF | 100.00% | 100.00% |