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 | 3.40% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'729 CHF | 22'479 CHF | 98.65% | 98.65% |
12.07.2024 | 3.43% | 0.28 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'504 CHF | 22'254 CHF | 99.26% | 99.26% |
11.07.2024 | 4.78% | 0.27 CHF | 0.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'432 CHF | 16'182 CHF | 98.22% | 98.22% |
10.07.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 16'058 CHF | 16'808 CHF | 99.04% | 99.04% |
09.07.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 16'195 CHF | 16'945 CHF | 97.75% | 97.75% |
08.07.2024 | 4.65% | 0.22 CHF | 0.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 15'874 CHF | 16'624 CHF | 98.89% | 98.89% |
05.07.2024 | 3.78% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 19'606 CHF | 20'356 CHF | 99.22% | 99.22% |
04.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 21'133 CHF | 21'883 CHF | 99.23% | 99.23% |
03.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 22'182 CHF | 22'932 CHF | 99.21% | 99.21% |
02.07.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 25'951 CHF | 26'701 CHF | 99.18% | 99.18% |