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 | 3.52% | 0.86 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'949 CHF | 21'699 CHF | 98.73% | 98.73% |
12.07.2024 | 3.57% | 0.84 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'011 CHF | 22'811 CHF | 99.38% | 99.38% |
11.07.2024 | 3.78% | 0.83 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'518 CHF | 22'345 CHF | 99.15% | 99.15% |
10.07.2024 | 3.62% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'396 CHF | 23'221 CHF | 94.20% | 94.20% |
09.07.2024 | 3.57% | 0.92 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'134 CHF | 22'939 CHF | 100.00% | 100.00% |
08.07.2024 | 3.69% | 0.88 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'633 CHF | 22'446 CHF | 90.51% | 90.51% |
05.07.2024 | 2.39% | 0.91 CHF | 0.94 CHF | 25'000 | 25'000 | 50'982 | 43'559 | 47'818 CHF | 41'771 CHF | 99.62% | 99.62% |
04.07.2024 | 2.16% | 0.96 CHF | 0.99 CHF | 60'000 | 50'000 | 58'953 | 50'000 | 57'228 CHF | 49'628 CHF | 100.00% | 100.00% |
03.07.2024 | 2.14% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 55'003 | 50'000 | 54'857 CHF | 51'005 CHF | 99.73% | 99.73% |