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 | 3.17% | 0.91 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'301 CHF | 24'051 CHF | 98.72% | 98.72% |
12.07.2024 | 3.31% | 0.93 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'312 CHF | 23'062 CHF | 99.38% | 99.38% |
11.07.2024 | 3.63% | 0.94 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'732 CHF | 23'572 CHF | 99.16% | 99.16% |
10.07.2024 | 3.50% | 0.89 CHF | 0.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'854 CHF | 22'633 CHF | 94.20% | 94.20% |
09.07.2024 | 3.33% | 0.85 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'166 CHF | 22'916 CHF | 100.00% | 100.00% |
08.07.2024 | 3.25% | 0.89 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'706 CHF | 23'456 CHF | 90.51% | 90.51% |
05.07.2024 | 2.91% | 0.87 CHF | 0.90 CHF | 25'000 | 25'000 | 51'931 | 43'559 | 44'000 CHF | 37'973 CHF | 99.62% | 99.62% |
04.07.2024 | 2.44% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'786 CHF | 41'562 CHF | 100.00% | 100.00% |
03.07.2024 | 2.52% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'842 CHF | 40'173 CHF | 99.73% | 99.73% |
02.07.2024 | 2.75% | 0.72 CHF | 0.74 CHF | 77'774 | 50'000 | 74'117 | 50'000 | 53'225 CHF | 36'941 CHF | 64.64% | 64.64% |