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 | 1.58% | 0.67 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'722 CHF | 15'972 CHF | 100.00% | 100.00% |
12.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'295 CHF | 16'545 CHF | 98.41% | 98.41% |
11.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'812 CHF | 17'062 CHF | 99.69% | 99.69% |
10.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'236 CHF | 17'486 CHF | 99.80% | 99.80% |
09.07.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'048 CHF | 18'298 CHF | 100.00% | 100.00% |
08.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'454 CHF | 17'704 CHF | 98.99% | 98.99% |
05.07.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'947 CHF | 17'197 CHF | 100.00% | 100.00% |
04.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'056 CHF | 17'306 CHF | 98.17% | 98.17% |
03.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'697 CHF | 17'947 CHF | 99.47% | 99.47% |
02.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'103 CHF | 20'353 CHF | 99.75% | 99.75% |