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 | 6.31% | 0.45 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'495 CHF | 11'178 CHF | 99.72% | 99.72% |
12.07.2024 | 6.47% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'878 CHF | 10'538 CHF | 99.01% | 99.01% |
11.07.2024 | 5.63% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'564 CHF | 11'175 CHF | 99.08% | 99.08% |
10.07.2024 | 5.97% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'167 CHF | 10'793 CHF | 100.00% | 100.00% |
09.07.2024 | 6.07% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'575 CHF | 11'237 CHF | 100.00% | 100.00% |
08.07.2024 | 5.28% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'699 CHF | 12'331 CHF | 100.00% | 100.00% |
05.07.2024 | 4.79% | 0.49 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'009 CHF | 13'646 CHF | 95.71% | 95.71% |
04.07.2024 | 4.37% | 0.52 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'492 CHF | 15'131 CHF | 98.19% | 98.19% |
03.07.2024 | 1.77% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'891 CHF | 44'015 CHF | 100.00% | 100.00% |
02.07.2024 | 1.57% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'045 CHF | 46'594 CHF | 100.00% | 100.00% |