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 | 0.75% | 3.56 CHF | 3.59 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'696 CHF | 17'830 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 3.44 CHF | 3.47 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 16'305 CHF | 16'434 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 3.43 CHF | 3.46 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'378 CHF | 17'505 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 3.43 CHF | 3.45 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 13'684 CHF | 13'794 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 3.72 CHF | 3.75 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 18'709 CHF | 18'841 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 3.68 CHF | 3.71 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 15'718 CHF | 15'833 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 3.93 CHF | 3.96 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 16'100 CHF | 16'214 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 3.92 CHF | 3.95 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 19'519 CHF | 19'649 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 3.63 CHF | 3.66 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 15'022 CHF | 15'134 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 3.86 CHF | 3.88 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'762 CHF | 17'886 CHF | 100.00% | 100.00% |