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 | 2.93% | 0.46 CHF | 0.47 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'115 CHF | 13'505 CHF | 100.00% | 100.00% |
12.07.2024 | 2.73% | 0.41 CHF | 0.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'183 CHF | 13'546 CHF | 100.00% | 100.00% |
11.07.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'122 CHF | 24'722 CHF | 100.00% | 100.00% |
10.07.2024 | 3.99% | 0.22 CHF | 0.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 12'304 CHF | 12'804 CHF | 100.00% | 100.00% |
09.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 11'672 CHF | 12'122 CHF | 100.00% | 100.00% |
08.07.2024 | 3.51% | 0.30 CHF | 0.31 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 12'626 CHF | 13'076 CHF | 100.00% | 100.00% |
05.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'764 CHF | 14'214 CHF | 100.00% | 100.00% |
04.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'694 CHF | 14'144 CHF | 100.00% | 100.00% |
03.07.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 12'828 CHF | 13'228 CHF | 100.00% | 100.00% |
02.07.2024 | 2.69% | 0.33 CHF | 0.34 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'007 CHF | 11'307 CHF | 100.00% | 100.00% |