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 | 7.43% | 0.32 CHF | 0.34 CHF | 96'344 | 25'000 | 96'102 | 25'000 | 29'938 CHF | 8'390 CHF | 94.83% | 94.83% |
12.07.2024 | 8.28% | 0.31 CHF | 0.34 CHF | 96'053 | 25'000 | 96'308 | 25'000 | 30'113 CHF | 8'491 CHF | 99.01% | 99.01% |
11.07.2024 | 7.68% | 0.32 CHF | 0.35 CHF | 96'431 | 25'000 | 97'706 | 25'000 | 34'044 CHF | 9'405 CHF | 99.09% | 99.09% |
10.07.2024 | 7.51% | 0.36 CHF | 0.39 CHF | 98'340 | 25'000 | 98'466 | 25'000 | 35'884 CHF | 9'822 CHF | 100.00% | 100.00% |
09.07.2024 | 6.51% | 0.37 CHF | 0.39 CHF | 98'424 | 25'000 | 98'578 | 25'000 | 36'527 CHF | 9'887 CHF | 100.00% | 100.00% |
08.07.2024 | 7.40% | 0.38 CHF | 0.40 CHF | 98'741 | 25'000 | 98'385 | 25'000 | 36'425 CHF | 9'966 CHF | 100.00% | 100.00% |
05.07.2024 | 7.39% | 0.38 CHF | 0.41 CHF | 99'124 | 25'000 | 99'020 | 25'000 | 37'450 CHF | 10'180 CHF | 98.87% | 98.87% |
04.07.2024 | 7.18% | 0.38 CHF | 0.41 CHF | 99'333 | 25'000 | 99'668 | 25'000 | 38'601 CHF | 10'401 CHF | 100.00% | 100.00% |
03.07.2024 | 6.05% | 0.42 CHF | 0.44 CHF | 100'636 | 25'000 | 100'617 | 25'000 | 41'414 CHF | 10'931 CHF | 99.73% | 99.73% |
02.07.2024 | 6.03% | 0.43 CHF | 0.45 CHF | 101'282 | 25'000 | 100'950 | 25'000 | 42'051 CHF | 11'059 CHF | 100.00% | 100.00% |