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 | 5.35% | 0.51 CHF | 0.54 CHF | 96'344 | 25'000 | 96'109 | 25'000 | 48'594 CHF | 13'335 CHF | 94.83% | 94.83% |
12.07.2024 | 5.29% | 0.51 CHF | 0.53 CHF | 96'042 | 25'000 | 96'298 | 25'000 | 49'080 CHF | 13'433 CHF | 99.01% | 99.01% |
11.07.2024 | 4.94% | 0.52 CHF | 0.54 CHF | 96'377 | 25'000 | 95'460 | 25'000 | 52'116 CHF | 14'346 CHF | 99.09% | 99.09% |
10.07.2024 | 4.76% | 0.56 CHF | 0.59 CHF | 90'000 | 25'000 | 90'717 | 25'000 | 51'052 CHF | 14'759 CHF | 100.00% | 100.00% |
09.07.2024 | 5.13% | 0.56 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 50'893 CHF | 14'882 CHF | 100.00% | 100.00% |
08.07.2024 | 4.98% | 0.57 CHF | 0.60 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'178 CHF | 14'941 CHF | 100.00% | 100.00% |
05.07.2024 | 4.97% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'947 CHF | 15'165 CHF | 98.87% | 98.87% |
04.07.2024 | 4.82% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'745 CHF | 15'375 CHF | 100.00% | 100.00% |
03.07.2024 | 4.72% | 0.61 CHF | 0.64 CHF | 90'000 | 25'000 | 89'999 | 25'000 | 54'652 CHF | 15'914 CHF | 99.73% | 99.73% |
02.07.2024 | 4.15% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 88'232 | 25'000 | 54'280 CHF | 16'039 CHF | 100.00% | 100.00% |