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 | 3.60% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'624 CHF | 14'124 CHF | 100.00% | 100.00% |
12.07.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'043 CHF | 14'543 CHF | 100.00% | 100.00% |
11.07.2024 | 3.66% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'406 CHF | 13'906 CHF | 100.00% | 100.00% |
10.07.2024 | 4.04% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'547 CHF | 15'147 CHF | 100.00% | 100.00% |
09.07.2024 | 4.40% | 0.22 CHF | 0.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'338 CHF | 13'938 CHF | 100.00% | 100.00% |
08.07.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'108 CHF | 12'608 CHF | 100.00% | 100.00% |
05.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'805 CHF | 13'305 CHF | 100.00% | 100.00% |
04.07.2024 | 3.88% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'639 CHF | 13'139 CHF | 100.00% | 100.00% |
03.07.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'422 CHF | 15'022 CHF | 100.00% | 100.00% |
02.07.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'166 CHF | 11'666 CHF | 100.00% | 100.00% |