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 | 6.07% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 20'014 | 20'014 | 5'916 CHF | 6'268 CHF | 99.32% | 99.32% |
12.07.2024 | 6.57% | 0.29 CHF | 0.30 CHF | 25'000 | 25'000 | 20'014 | 20'014 | 5'576 CHF | 5'930 CHF | 99.64% | 99.64% |
11.07.2024 | 7.10% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 20'017 | 20'017 | 5'167 CHF | 5'517 CHF | 90.78% | 90.78% |
10.07.2024 | 10.00% | 0.21 CHF | 0.22 CHF | 25'000 | 25'000 | 20'015 | 20'015 | 3'689 CHF | 4'043 CHF | 99.58% | 99.58% |
09.07.2024 | 9.45% | 0.14 CHF | 0.16 CHF | 25'000 | 25'000 | 20'016 | 20'016 | 3'681 CHF | 4'035 CHF | 99.61% | 99.61% |
08.07.2024 | 8.69% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 20'015 | 20'015 | 4'123 CHF | 4'479 CHF | 99.65% | 99.65% |
05.07.2024 | 9.55% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 20'030 | 20'030 | 3'692 CHF | 4'041 CHF | 98.30% | 98.30% |
04.07.2024 | 9.42% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 20'021 | 20'021 | 3'796 CHF | 4'149 CHF | 100.00% | 100.00% |
03.07.2024 | 9.35% | 0.18 CHF | 0.19 CHF | 25'000 | 25'000 | 20'030 | 20'030 | 3'860 CHF | 4'214 CHF | 99.64% | 99.64% |
02.07.2024 | 8.24% | 0.19 CHF | 0.20 CHF | 25'000 | 25'000 | 20'012 | 20'012 | 4'344 CHF | 4'699 CHF | 99.66% | 99.66% |