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 | 2.53% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'766 CHF | 10'016 CHF | 100.00% | 100.00% |
12.07.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'867 CHF | 10'117 CHF | 97.74% | 97.74% |
11.07.2024 | 2.77% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'910 CHF | 9'160 CHF | 86.49% | 86.49% |
10.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'278 CHF | 8'528 CHF | 99.77% | 99.77% |
09.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'636 CHF | 8'886 CHF | 100.00% | 100.00% |
08.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'981 CHF | 9'231 CHF | 98.99% | 98.99% |
05.07.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'255 CHF | 9'505 CHF | 100.00% | 100.00% |
04.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'351 CHF | 9'601 CHF | 98.17% | 98.17% |
03.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'545 CHF | 8'795 CHF | 100.00% | 100.00% |
02.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'680 CHF | 8'930 CHF | 100.00% | 100.00% |