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 | 1.62% | 0.62 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'289 CHF | 15'539 CHF | 100.00% | 100.00% |
12.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'812 CHF | 15'062 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'611 CHF | 12'811 CHF | 100.00% | 100.00% |
10.07.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'557 CHF | 10'707 CHF | 100.00% | 100.00% |
09.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 11'651 CHF | 11'801 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'295 CHF | 14'495 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'660 CHF | 13'860 CHF | 100.00% | 100.00% |
04.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'743 CHF | 13'943 CHF | 100.00% | 100.00% |
03.07.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'946 CHF | 11'096 CHF | 100.00% | 100.00% |
02.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'825 CHF | 16'025 CHF | 100.00% | 100.00% |