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 | 2.01% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'361 CHF | 12'611 CHF | 100.00% | 100.00% |
12.07.2024 | 1.94% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'764 CHF | 13'014 CHF | 98.40% | 98.40% |
11.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'365 CHF | 14'615 CHF | 99.37% | 99.37% |
10.07.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'775 CHF | 15'025 CHF | 99.78% | 99.78% |
09.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'311 CHF | 14'561 CHF | 100.00% | 100.00% |
08.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'141 CHF | 14'391 CHF | 98.98% | 98.98% |
05.07.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'586 CHF | 13'836 CHF | 100.00% | 100.00% |
04.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'563 CHF | 14'813 CHF | 98.15% | 98.15% |
03.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'734 CHF | 14'984 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'992 CHF | 16'242 CHF | 100.00% | 100.00% |