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 | 8.29% | 0.34 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'928 CHF | 8'614 CHF | 99.72% | 99.72% |
12.07.2024 | 8.55% | 0.28 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'308 CHF | 7'961 CHF | 99.01% | 99.01% |
11.07.2024 | 8.14% | 0.29 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'962 CHF | 8'635 CHF | 99.09% | 99.09% |
10.07.2024 | 7.85% | 0.29 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'594 CHF | 8'212 CHF | 100.00% | 100.00% |
09.07.2024 | 7.12% | 0.30 CHF | 0.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'987 CHF | 8'575 CHF | 100.00% | 100.00% |
08.07.2024 | 6.63% | 0.32 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'081 CHF | 9'699 CHF | 100.00% | 100.00% |
05.07.2024 | 5.60% | 0.39 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'467 CHF | 11'068 CHF | 95.71% | 95.71% |
04.07.2024 | 5.25% | 0.42 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'937 CHF | 12'571 CHF | 98.19% | 98.19% |
03.07.2024 | 2.16% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'418 CHF | 38'989 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 68'386 | 50'000 | 55'762 CHF | 41'438 CHF | 100.00% | 100.00% |