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 | 4.30% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'690 CHF | 14'290 CHF | 100.00% | 100.00% |
12.07.2024 | 4.23% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 13'876 CHF | 14'476 CHF | 100.00% | 100.00% |
11.07.2024 | 4.29% | 0.24 CHF | 0.25 CHF | 60'000 | 60'000 | 59'955 | 59'955 | 13'721 CHF | 14'321 CHF | 100.00% | 100.00% |
10.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'202 | 60'202 | 15'367 CHF | 15'969 CHF | 100.00% | 100.00% |
09.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 60'501 | 60'501 | 15'880 CHF | 16'485 CHF | 100.00% | 100.00% |
08.07.2024 | 3.97% | 0.26 CHF | 0.27 CHF | 60'000 | 60'000 | 60'214 | 60'214 | 14'926 CHF | 15'528 CHF | 100.00% | 100.00% |
05.07.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'344 | 60'344 | 16'146 CHF | 16'750 CHF | 99.99% | 99.99% |
04.07.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 15'343 CHF | 15'943 CHF | 100.00% | 100.00% |
03.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 61'917 | 61'917 | 17'461 CHF | 18'080 CHF | 100.00% | 100.00% |
02.07.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 20'393 CHF | 21'043 CHF | 100.00% | 100.00% |