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 | 4.86% | 0.83 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'134 CHF | 22'187 CHF | 98.73% | 98.73% |
12.07.2024 | 4.98% | 0.84 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'203 CHF | 21'234 CHF | 99.38% | 99.38% |
11.07.2024 | 4.85% | 0.85 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'669 CHF | 21'697 CHF | 99.16% | 99.16% |
10.07.2024 | 4.93% | 0.81 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'908 CHF | 20'913 CHF | 94.20% | 94.20% |
09.07.2024 | 4.90% | 0.78 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'165 CHF | 21'178 CHF | 100.00% | 100.00% |
08.07.2024 | 4.87% | 0.81 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'630 CHF | 21'659 CHF | 90.51% | 90.51% |
05.07.2024 | 4.42% | 0.79 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'298 CHF | 20'171 CHF | 99.62% | 99.62% |
04.07.2024 | 4.14% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'516 CHF | 19'299 CHF | 100.00% | 100.00% |
03.07.2024 | 4.19% | 0.72 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'918 CHF | 18'684 CHF | 99.73% | 99.73% |
02.07.2024 | 4.49% | 0.67 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'459 CHF | 17'214 CHF | 100.00% | 100.00% |