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 | 1.25% | 6.30 CHF | 6.38 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 64'189 CHF | 48'745 CHF | 95.09% | 95.09% |
12.07.2024 | 1.20% | 6.36 CHF | 6.44 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 63'248 CHF | 48'011 CHF | 99.01% | 99.01% |
11.07.2024 | 1.21% | 6.15 CHF | 6.23 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 61'091 CHF | 46'376 CHF | 98.96% | 98.96% |
10.07.2024 | 1.17% | 5.84 CHF | 5.91 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 56'742 CHF | 43'059 CHF | 99.37% | 99.37% |
09.07.2024 | 1.30% | 5.45 CHF | 5.52 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 54'288 CHF | 41'251 CHF | 99.76% | 99.76% |
08.07.2024 | 1.21% | 5.69 CHF | 5.76 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 57'291 CHF | 43'494 CHF | 99.92% | 99.92% |
05.07.2024 | 1.24% | 5.61 CHF | 5.68 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 56'792 CHF | 43'125 CHF | 98.90% | 98.90% |
04.07.2024 | 1.21% | 5.79 CHF | 5.86 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 58'296 CHF | 44'255 CHF | 100.00% | 100.00% |
03.07.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02.07.2024 | 1.37% | 5.28 CHF | 5.35 CHF | 10'000 | 7'500 | 12'501 | 7'500 | 63'111 CHF | 38'542 CHF | 100.00% | 100.00% |