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 | 6.54% | 0.50 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'754 CHF | 12'547 CHF | 98.72% | 98.72% |
12.07.2024 | 5.67% | 0.48 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'853 CHF | 13'603 CHF | 99.38% | 99.38% |
11.07.2024 | 5.89% | 0.47 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'386 CHF | 13'136 CHF | 99.15% | 99.15% |
10.07.2024 | 5.49% | 0.51 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'303 CHF | 14'053 CHF | 94.20% | 94.20% |
09.07.2024 | 5.59% | 0.55 CHF | 0.58 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'046 CHF | 13'796 CHF | 100.00% | 100.00% |
08.07.2024 | 5.84% | 0.51 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'489 CHF | 13'239 CHF | 90.51% | 90.51% |
05.07.2024 | 3.92% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 62'059 | 43'559 | 35'322 CHF | 25'687 CHF | 99.62% | 99.62% |
04.07.2024 | 3.25% | 0.60 CHF | 0.62 CHF | 75'494 | 50'000 | 75'723 | 50'000 | 45'922 CHF | 31'319 CHF | 100.00% | 100.00% |
03.07.2024 | 3.11% | 0.63 CHF | 0.65 CHF | 76'125 | 50'000 | 76'428 | 50'000 | 48'460 CHF | 32'699 CHF | 99.73% | 99.73% |
02.07.2024 | 2.81% | 0.69 CHF | 0.71 CHF | 77'545 | 50'000 | 76'365 | 50'000 | 53'560 CHF | 36'087 CHF | 85.31% | 85.31% |