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 | 1.59% | 0.66 CHF | 0.67 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'753 CHF | 19'053 CHF | 99.38% | 99.38% |
12.07.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'901 CHF | 18'201 CHF | 99.07% | 99.07% |
11.07.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'153 CHF | 18'453 CHF | 98.75% | 98.75% |
10.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'013 CHF | 18'313 CHF | 95.50% | 95.50% |
09.07.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'924 CHF | 18'224 CHF | 99.05% | 99.05% |
08.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'329 CHF | 18'629 CHF | 99.23% | 99.23% |
05.07.2024 | 1.73% | 0.52 CHF | 0.53 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 17'186 CHF | 17'486 CHF | 99.38% | 99.38% |
04.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 15'270 CHF | 15'570 CHF | 99.39% | 99.39% |
03.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 15'841 CHF | 16'141 CHF | 98.62% | 98.62% |
02.07.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 14'966 CHF | 15'266 CHF | 99.07% | 99.07% |