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 | 5.83% | 0.60 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'757 CHF | 16'703 CHF | 99.62% | 99.62% |
12.07.2024 | 5.39% | 0.66 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'281 CHF | 17'181 CHF | 98.69% | 98.69% |
11.07.2024 | 5.73% | 0.65 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'621 CHF | 16'542 CHF | 99.08% | 99.08% |
10.07.2024 | 5.38% | 0.65 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'950 CHF | 16'831 CHF | 100.00% | 100.00% |
09.07.2024 | 5.62% | 0.64 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'566 CHF | 16'465 CHF | 100.00% | 100.00% |
08.07.2024 | 5.90% | 0.62 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'513 CHF | 15'394 CHF | 89.75% | 89.75% |
05.07.2024 | 6.34% | 0.56 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'374 CHF | 14'248 CHF | 95.19% | 95.19% |
04.07.2024 | 6.80% | 0.53 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'948 CHF | 12'785 CHF | 97.88% | 97.88% |
03.07.2024 | 5.51% | 0.24 CHF | 0.26 CHF | 171'467 | 50'000 | 172'166 | 50'000 | 42'235 CHF | 12'962 CHF | 100.00% | 100.00% |
02.07.2024 | 5.51% | 0.24 CHF | 0.25 CHF | 174'805 | 50'000 | 189'053 | 49'999 | 39'805 CHF | 11'143 CHF | 100.00% | 100.00% |