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 | 4.50% | 0.24 CHF | 0.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 10'867 CHF | 11'367 CHF | 99.56% | 99.56% |
12.07.2024 | 4.69% | 0.20 CHF | 0.21 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 9'367 CHF | 9'817 CHF | 99.50% | 99.50% |
11.07.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 10'044 CHF | 10'494 CHF | 99.53% | 99.53% |
10.07.2024 | 4.30% | 0.23 CHF | 0.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'114 CHF | 9'514 CHF | 99.49% | 99.54% |
09.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'687 CHF | 10'087 CHF | 99.53% | 99.53% |
08.07.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'169 CHF | 9'569 CHF | 99.56% | 99.56% |
05.07.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'037 CHF | 9'437 CHF | 99.49% | 99.49% |
04.07.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'641 CHF | 10'041 CHF | 99.47% | 99.52% |
03.07.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 9'735 CHF | 10'135 CHF | 99.49% | 99.49% |
02.07.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 40'000 | 40'000 | 37'019 | 37'019 | 9'493 CHF | 9'863 CHF | 99.52% | 99.52% |