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 | 4.85% | 0.59 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'507 CHF | 15'310 CHF | 94.83% | 94.83% |
12.07.2024 | 4.26% | 0.58 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'858 CHF | 15'321 CHF | 99.01% | 99.01% |
11.07.2024 | 4.34% | 0.59 CHF | 0.62 CHF | 90'000 | 25'000 | 84'617 | 25'000 | 52'734 CHF | 16'287 CHF | 99.08% | 99.08% |
10.07.2024 | 4.37% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'227 CHF | 16'725 CHF | 100.00% | 100.00% |
09.07.2024 | 4.04% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'622 CHF | 16'796 CHF | 100.00% | 100.00% |
08.07.2024 | 4.37% | 0.65 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'892 CHF | 16'941 CHF | 100.00% | 100.00% |
05.07.2024 | 4.38% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'575 CHF | 17'165 CHF | 98.87% | 98.87% |
04.07.2024 | 4.25% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'284 CHF | 17'375 CHF | 100.00% | 100.00% |
03.07.2024 | 4.18% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'980 CHF | 17'914 CHF | 99.73% | 99.73% |
02.07.2024 | 4.13% | 0.70 CHF | 0.73 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'390 CHF | 18'039 CHF | 100.00% | 100.00% |