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 | 0.63% | 4.34 CHF | 4.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 43'329 CHF | 43'601 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 4.16 CHF | 4.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 58'439 CHF | 58'813 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 3.76 CHF | 3.78 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'440 CHF | 53'747 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 3.21 CHF | 3.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'427 CHF | 46'728 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 3.21 CHF | 3.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 52'138 CHF | 52'466 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 3.46 CHF | 3.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'319 CHF | 51'605 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 2.96 CHF | 2.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'946 CHF | 48'255 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 3.16 CHF | 3.17 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 46'463 CHF | 46'733 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 2.80 CHF | 2.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'756 CHF | 54'073 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'531 CHF | 34'812 CHF | 100.00% | 100.00% |