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 | 1.66% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'983 CHF | 15'233 CHF | 100.00% | 100.00% |
12.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'974 CHF | 15'224 CHF | 98.46% | 98.46% |
11.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'730 CHF | 14'980 CHF | 95.76% | 95.76% |
10.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'664 CHF | 15'914 CHF | 99.78% | 99.78% |
09.07.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'173 CHF | 14'423 CHF | 100.00% | 100.00% |
08.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'872 CHF | 14'122 CHF | 98.99% | 98.99% |
05.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'166 CHF | 14'416 CHF | 100.00% | 100.00% |
04.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'205 CHF | 14'455 CHF | 98.17% | 98.17% |
03.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'655 CHF | 14'905 CHF | 100.00% | 100.00% |
02.07.2024 | 1.52% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'342 CHF | 16'592 CHF | 100.00% | 100.00% |