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 | 3.57% | 0.67 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'538 CHF | 17'140 CHF | 94.81% | 94.81% |
12.07.2024 | 4.40% | 0.66 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'571 CHF | 17'316 CHF | 99.01% | 99.01% |
11.07.2024 | 3.76% | 0.67 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'537 CHF | 18'209 CHF | 99.09% | 99.09% |
10.07.2024 | 3.48% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'975 CHF | 18'611 CHF | 100.00% | 100.00% |
09.07.2024 | 3.89% | 0.72 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'046 CHF | 18'763 CHF | 100.00% | 100.00% |
08.07.2024 | 3.78% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'059 CHF | 18'756 CHF | 100.00% | 100.00% |
05.07.2024 | 3.39% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'322 CHF | 18'955 CHF | 98.87% | 98.87% |
04.07.2024 | 3.49% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'524 CHF | 19'181 CHF | 100.00% | 100.00% |
03.07.2024 | 3.66% | 0.77 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'039 CHF | 19'750 CHF | 99.73% | 99.73% |
02.07.2024 | 3.71% | 0.78 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'163 CHF | 19'887 CHF | 100.00% | 100.00% |