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 | 5.72% | 0.48 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'747 CHF | 13'497 CHF | 98.73% | 98.73% |
12.07.2024 | 6.20% | 0.51 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'739 CHF | 12'489 CHF | 99.38% | 99.38% |
11.07.2024 | 6.59% | 0.51 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'155 CHF | 12'982 CHF | 99.15% | 99.15% |
10.07.2024 | 7.06% | 0.47 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'279 CHF | 12'104 CHF | 94.20% | 94.20% |
09.07.2024 | 6.26% | 0.43 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'616 CHF | 12'366 CHF | 100.00% | 100.00% |
08.07.2024 | 6.01% | 0.47 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'117 CHF | 12'867 CHF | 90.51% | 90.51% |
05.07.2024 | 5.71% | 0.45 CHF | 0.48 CHF | 25'000 | 25'000 | 62'051 | 43'559 | 26'346 CHF | 19'571 CHF | 99.62% | 99.62% |
04.07.2024 | 5.02% | 0.40 CHF | 0.42 CHF | 75'449 | 50'000 | 75'709 | 50'000 | 29'417 CHF | 20'431 CHF | 100.00% | 100.00% |
03.07.2024 | 5.40% | 0.37 CHF | 0.39 CHF | 76'079 | 50'000 | 76'429 | 50'000 | 27'622 CHF | 19'075 CHF | 99.73% | 99.73% |
02.07.2024 | 7.28% | 0.30 CHF | 0.33 CHF | 77'545 | 50'000 | 77'796 | 50'000 | 22'752 CHF | 15'728 CHF | 100.00% | 100.00% |