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 | 0.50% | 17.73 CHF | 17.83 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 76'964 CHF | 77'352 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 18.96 CHF | 19.05 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 96'464 CHF | 96'924 CHF | 100.00% | 100.00% |
11.07.2024 | 0.45% | 17.71 CHF | 17.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 92'476 CHF | 92'893 CHF | 100.00% | 100.00% |
10.07.2024 | 0.50% | 16.48 CHF | 16.56 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 91'979 CHF | 92'437 CHF | 100.00% | 100.00% |
09.07.2024 | 0.49% | 15.18 CHF | 15.26 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 93'765 CHF | 94'227 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 15.29 CHF | 15.36 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 90'730 CHF | 91'173 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 14.46 CHF | 14.54 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 91'181 CHF | 91'646 CHF | 100.00% | 100.00% |
04.07.2024 | 0.48% | 15.43 CHF | 15.51 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 90'093 CHF | 90'524 CHF | 100.00% | 100.00% |
03.07.2024 | 0.52% | 14.06 CHF | 14.14 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 85'246 CHF | 85'688 CHF | 100.00% | 100.00% |
02.07.2024 | 0.54% | 14.21 CHF | 14.28 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 82'767 CHF | 83'212 CHF | 100.00% | 100.00% |