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% | 4.56 CHF | 4.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 75'797 CHF | 76'275 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 4.96 CHF | 4.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 76'048 CHF | 76'492 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 4.56 CHF | 4.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 72'136 CHF | 72'534 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 4.17 CHF | 4.20 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 57'235 CHF | 57'589 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 3.77 CHF | 3.79 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 58'630 CHF | 58'990 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 3.80 CHF | 3.83 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 75'044 CHF | 75'496 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 3.55 CHF | 3.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 56'689 CHF | 57'048 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 3.85 CHF | 3.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 74'500 CHF | 74'935 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 3.44 CHF | 3.46 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 69'586 CHF | 70'039 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 3.49 CHF | 3.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'025 CHF | 67'485 CHF | 99.81% | 99.81% |