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 | 4.53% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'745 CHF | 15'428 CHF | 99.72% | 99.72% |
12.07.2024 | 4.57% | 0.56 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'128 CHF | 14'788 CHF | 99.01% | 99.01% |
11.07.2024 | 4.05% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'814 CHF | 15'426 CHF | 99.09% | 99.09% |
10.07.2024 | 4.25% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'417 CHF | 15'043 CHF | 100.00% | 100.00% |
09.07.2024 | 4.59% | 0.58 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'758 CHF | 15'452 CHF | 100.00% | 100.00% |
08.07.2024 | 3.76% | 0.59 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'902 CHF | 16'509 CHF | 100.00% | 100.00% |
05.07.2024 | 3.63% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'259 CHF | 17'896 CHF | 95.71% | 95.71% |
04.07.2024 | 3.38% | 0.69 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'742 CHF | 19'381 CHF | 98.19% | 98.19% |
03.07.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'742 CHF | 52'515 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'371 CHF | 55'015 CHF | 100.00% | 100.00% |