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 | 2.37% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'220 CHF | 31'970 CHF | 98.71% | 98.71% |
12.07.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 32'540 CHF | 33'290 CHF | 98.47% | 98.47% |
11.07.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'430 CHF | 32'180 CHF | 99.08% | 99.08% |
10.07.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'383 CHF | 30'133 CHF | 100.00% | 100.00% |
09.07.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 32'071 CHF | 33'071 CHF | 98.75% | 98.75% |
08.07.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 29'215 CHF | 30'215 CHF | 100.00% | 100.00% |
05.07.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 28'499 CHF | 29'499 CHF | 98.98% | 98.98% |
04.07.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 27'804 CHF | 28'804 CHF | 100.00% | 100.00% |
03.07.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'838 CHF | 25'838 CHF | 97.92% | 97.92% |
02.07.2024 | 4.06% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 24'139 CHF | 25'139 CHF | 100.00% | 100.00% |