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 | 1.19% | 16.88 CHF | 17.08 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 168'493 CHF | 85'255 CHF | 98.73% | 98.73% |
12.07.2024 | 1.21% | 16.49 CHF | 16.69 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 159'380 CHF | 80'658 CHF | 99.38% | 99.38% |
11.07.2024 | 1.18% | 15.64 CHF | 15.83 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 152'122 CHF | 76'966 CHF | 94.93% | 94.93% |
10.07.2024 | 1.26% | 14.42 CHF | 14.60 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 141'605 CHF | 107'547 CHF | 99.52% | 99.52% |
09.07.2024 | 1.36% | 14.37 CHF | 14.58 CHF | 2'500 | 2'500 | 3'034 | 2'678 | 45'337 CHF | 40'619 CHF | 99.84% | 99.84% |
08.07.2024 | 0.69% | 14.98 CHF | 15.08 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 148'943 CHF | 112'481 CHF | 99.12% | 99.12% |
05.07.2024 | 0.75% | 13.82 CHF | 13.93 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 143'351 CHF | 72'215 CHF | 99.60% | 99.60% |
04.07.2024 | 0.71% | 14.23 CHF | 14.33 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 140'813 CHF | 106'360 CHF | 98.25% | 98.25% |
03.07.2024 | 0.70% | 13.38 CHF | 13.48 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 130'852 CHF | 98'828 CHF | 99.31% | 99.31% |
02.07.2024 | 0.83% | 12.52 CHF | 12.62 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 121'125 CHF | 91'604 CHF | 93.41% | 93.41% |