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 | 10.86% | 0.19 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'365 CHF | 4'865 CHF | 98.05% | 98.05% |
12.07.2024 | 10.69% | 0.20 CHF | 0.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'440 CHF | 4'940 CHF | 99.55% | 99.55% |
11.07.2024 | 13.33% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'519 CHF | 4'019 CHF | 99.33% | 99.33% |
10.07.2024 | 15.00% | 0.14 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'129 CHF | 3'629 CHF | 99.52% | 99.52% |
09.07.2024 | 18.37% | 0.11 CHF | 0.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 2'492 CHF | 2'992 CHF | 99.52% | 99.52% |
08.07.2024 | 14.39% | 0.12 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'234 CHF | 3'734 CHF | 99.52% | 99.52% |
05.07.2024 | 11.20% | 0.13 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'215 CHF | 4'715 CHF | 68.09% | 98.43% |
04.07.2024 | 11.33% | 0.15 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'163 CHF | 4'663 CHF | 3.86% | 98.67% |
03.07.2024 | 13.85% | 0.13 CHF | 0.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'368 CHF | 3'868 CHF | 66.59% | 99.48% |
02.07.2024 | 30.64% | 0.06 CHF | 0.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 1'404 CHF | 1'904 CHF | 92.69% | 99.54% |