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 | 2.52% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'847 CHF | 10'097 CHF | 100.00% | 100.00% |
12.07.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'799 CHF | 10'049 CHF | 98.99% | 98.99% |
11.07.2024 | 2.31% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'725 CHF | 10'975 CHF | 99.07% | 99.07% |
10.07.2024 | 1.68% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'805 CHF | 15'055 CHF | 99.81% | 99.81% |
09.07.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'436 CHF | 14'686 CHF | 100.00% | 100.00% |
08.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'137 CHF | 15'387 CHF | 100.00% | 100.00% |
05.07.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'181 CHF | 15'431 CHF | 100.00% | 100.00% |
04.07.2024 | 1.61% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'431 CHF | 15'681 CHF | 100.00% | 100.00% |
03.07.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'658 CHF | 16'908 CHF | 99.51% | 99.51% |
02.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'240 CHF | 17'490 CHF | 100.00% | 100.00% |