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 | 6.58% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'675 CHF | 3'925 CHF | 100.00% | 100.00% |
12.07.2024 | 6.61% | 0.13 CHF | 0.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'663 CHF | 3'913 CHF | 98.43% | 98.43% |
11.07.2024 | 6.11% | 0.15 CHF | 0.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 3'973 CHF | 4'223 CHF | 86.32% | 86.32% |
10.07.2024 | 5.46% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'454 CHF | 4'704 CHF | 99.80% | 99.80% |
09.07.2024 | 5.56% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'373 CHF | 4'623 CHF | 100.00% | 100.00% |
08.07.2024 | 6.04% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'028 CHF | 4'278 CHF | 98.99% | 98.99% |
05.07.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'074 CHF | 4'324 CHF | 100.00% | 100.00% |
04.07.2024 | 5.60% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'339 CHF | 4'589 CHF | 98.17% | 98.17% |
03.07.2024 | 5.26% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'632 CHF | 4'882 CHF | 100.00% | 100.00% |
02.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'979 CHF | 5'229 CHF | 100.00% | 100.00% |