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 | 3.55% | 0.69 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'733 CHF | 18'372 CHF | 99.62% | 99.62% |
12.07.2024 | 3.19% | 0.74 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'270 CHF | 18'862 CHF | 98.69% | 98.69% |
11.07.2024 | 3.33% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'740 CHF | 18'340 CHF | 99.08% | 99.08% |
10.07.2024 | 3.31% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'075 CHF | 18'682 CHF | 100.00% | 100.00% |
09.07.2024 | 3.40% | 0.72 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'784 CHF | 18'400 CHF | 100.00% | 100.00% |
08.07.2024 | 3.54% | 0.71 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'896 CHF | 17'504 CHF | 99.98% | 99.98% |
05.07.2024 | 3.82% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'867 CHF | 16'485 CHF | 95.40% | 95.40% |
04.07.2024 | 4.19% | 0.63 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'729 CHF | 15'356 CHF | 97.88% | 97.88% |
03.07.2024 | 3.43% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 131'300 | 50'000 | 51'882 CHF | 20'454 CHF | 100.00% | 100.00% |
02.07.2024 | 3.90% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 141'113 | 50'000 | 51'037 CHF | 18'820 CHF | 100.00% | 100.00% |