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 | 4.56% | 0.71 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'004 CHF | 17'797 CHF | 98.73% | 98.73% |
12.07.2024 | 4.06% | 0.69 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'103 CHF | 18'853 CHF | 99.38% | 99.38% |
11.07.2024 | 4.17% | 0.68 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'636 CHF | 18'386 CHF | 99.16% | 99.16% |
10.07.2024 | 3.96% | 0.72 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'553 CHF | 19'303 CHF | 94.20% | 94.20% |
09.07.2024 | 4.02% | 0.76 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'296 CHF | 19'046 CHF | 100.00% | 100.00% |
08.07.2024 | 4.14% | 0.72 CHF | 0.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'739 CHF | 18'489 CHF | 90.51% | 90.51% |
05.07.2024 | 2.87% | 0.75 CHF | 0.78 CHF | 25'000 | 25'000 | 58'406 | 43'559 | 45'499 CHF | 34'835 CHF | 99.62% | 99.62% |
04.07.2024 | 2.42% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 68'948 | 50'000 | 56'253 CHF | 41'819 CHF | 100.00% | 100.00% |
03.07.2024 | 2.34% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 63'718 | 50'000 | 53'714 CHF | 43'199 CHF | 99.73% | 99.73% |
02.07.2024 | 2.17% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'769 CHF | 46'641 CHF | 100.00% | 100.00% |