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 | 2.92% | 0.90 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'136 CHF | 23'822 CHF | 99.72% | 99.72% |
12.07.2024 | 2.71% | 0.96 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'789 CHF | 24'442 CHF | 99.01% | 99.01% |
11.07.2024 | 2.87% | 0.95 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'115 CHF | 23'788 CHF | 99.09% | 99.09% |
10.07.2024 | 2.60% | 0.95 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'538 CHF | 24'156 CHF | 100.00% | 100.00% |
09.07.2024 | 2.50% | 0.94 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'175 CHF | 23'763 CHF | 100.00% | 100.00% |
08.07.2024 | 2.76% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'051 CHF | 22'669 CHF | 100.00% | 100.00% |
05.07.2024 | 3.08% | 0.86 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'783 CHF | 21'432 CHF | 95.71% | 95.71% |
04.07.2024 | 3.17% | 0.83 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'313 CHF | 19'929 CHF | 98.19% | 98.19% |
03.07.2024 | 2.65% | 0.49 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'844 CHF | 25'511 CHF | 100.00% | 100.00% |
02.07.2024 | 2.88% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'269 CHF | 22'921 CHF | 100.00% | 100.00% |