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 | 4.20% | 0.72 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'746 CHF | 19'551 CHF | 98.72% | 98.72% |
12.07.2024 | 4.14% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'739 CHF | 18'489 CHF | 99.38% | 99.38% |
11.07.2024 | 4.03% | 0.76 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'232 CHF | 18'982 CHF | 99.15% | 99.15% |
10.07.2024 | 4.23% | 0.71 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'354 CHF | 18'104 CHF | 94.20% | 94.20% |
09.07.2024 | 4.17% | 0.67 CHF | 0.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'616 CHF | 18'366 CHF | 100.00% | 100.00% |
08.07.2024 | 4.53% | 0.71 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'117 CHF | 18'956 CHF | 90.51% | 90.51% |
05.07.2024 | 3.69% | 0.69 CHF | 0.72 CHF | 25'000 | 25'000 | 62'051 | 43'559 | 41'238 CHF | 30'025 CHF | 99.62% | 99.62% |
04.07.2024 | 3.54% | 0.64 CHF | 0.66 CHF | 75'449 | 50'000 | 75'698 | 50'000 | 47'580 CHF | 32'562 CHF | 100.00% | 100.00% |
03.07.2024 | 3.59% | 0.61 CHF | 0.63 CHF | 76'079 | 50'000 | 76'408 | 50'000 | 45'952 CHF | 31'173 CHF | 99.73% | 99.73% |
02.07.2024 | 3.68% | 0.55 CHF | 0.57 CHF | 77'545 | 50'000 | 77'805 | 50'000 | 41'587 CHF | 27'728 CHF | 100.00% | 100.00% |