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 | 3.92% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'027 CHF | 15'627 CHF | 100.00% | 100.00% |
12.07.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'073 CHF | 15'673 CHF | 100.00% | 100.00% |
11.07.2024 | 4.09% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 16'798 CHF | 17'498 CHF | 100.00% | 100.00% |
10.07.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 15'311 CHF | 16'011 CHF | 100.00% | 100.00% |
09.07.2024 | 4.20% | 0.21 CHF | 0.22 CHF | 70'000 | 70'000 | 62'725 | 62'725 | 14'703 CHF | 15'332 CHF | 99.74% | 99.74% |
08.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 59'901 | 59'901 | 14'502 CHF | 15'102 CHF | 99.27% | 99.27% |
05.07.2024 | 3.94% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 14'929 CHF | 15'529 CHF | 100.00% | 100.00% |
04.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 18'113 CHF | 18'813 CHF | 99.61% | 99.61% |
03.07.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 17'474 CHF | 18'174 CHF | 100.00% | 100.00% |
02.07.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 15'607 CHF | 16'307 CHF | 100.00% | 100.00% |