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 | 4.48% | 0.45 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'919 CHF | 11'419 CHF | 98.06% | 98.06% |
12.07.2024 | 4.45% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'987 CHF | 11'487 CHF | 99.55% | 99.55% |
11.07.2024 | 4.85% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'057 CHF | 10'557 CHF | 99.27% | 99.27% |
10.07.2024 | 5.06% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'652 CHF | 10'152 CHF | 99.52% | 99.52% |
09.07.2024 | 5.40% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'010 CHF | 9'510 CHF | 99.52% | 99.52% |
08.07.2024 | 5.00% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'749 CHF | 10'249 CHF | 99.51% | 99.51% |
05.07.2024 | 4.66% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'505 CHF | 11'005 CHF | 98.43% | 98.43% |
04.07.2024 | 4.88% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'004 CHF | 10'504 CHF | 98.67% | 98.67% |
03.07.2024 | 5.01% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'737 CHF | 10'237 CHF | 99.50% | 99.50% |
02.07.2024 | 6.16% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'869 CHF | 8'369 CHF | 99.57% | 99.57% |