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 | 4.18% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 17'658 CHF | 18'408 CHF | 99.61% | 99.61% |
12.07.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 17'569 CHF | 18'319 CHF | 99.01% | 99.01% |
11.07.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 18'441 CHF | 19'191 CHF | 93.88% | 93.88% |
10.07.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'548 CHF | 16'298 CHF | 100.00% | 100.00% |
09.07.2024 | 3.65% | 0.24 CHF | 0.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'201 CHF | 20'951 CHF | 100.00% | 100.00% |
08.07.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'406 CHF | 22'156 CHF | 97.54% | 97.54% |
05.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'502 CHF | 21'252 CHF | 98.69% | 98.69% |
04.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'427 CHF | 21'177 CHF | 87.44% | 87.44% |
03.07.2024 | 3.87% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'035 CHF | 19'785 CHF | 99.95% | 99.95% |
02.07.2024 | 5.15% | 0.22 CHF | 0.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 14'291 CHF | 15'041 CHF | 100.00% | 100.00% |