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% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 30'470 | 30'470 | 122'610 CHF | 123'305 CHF | 98.61% | 98.61% |
12.07.2024 | 0.65% | 4.17 CHF | 4.18 CHF | 50'000 | 50'000 | 30'428 | 30'428 | 121'142 CHF | 121'838 CHF | 99.64% | 99.64% |
11.07.2024 | 0.62% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 30'945 | 30'945 | 125'338 CHF | 126'028 CHF | 90.59% | 90.59% |
10.07.2024 | 0.67% | 4.03 CHF | 4.04 CHF | 50'000 | 50'000 | 30'490 | 30'490 | 118'808 CHF | 119'503 CHF | 97.64% | 97.64% |
09.07.2024 | 0.66% | 3.77 CHF | 3.78 CHF | 50'000 | 50'000 | 30'603 | 30'603 | 117'417 CHF | 118'111 CHF | 96.20% | 96.20% |
08.07.2024 | 0.71% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 30'424 | 30'424 | 110'643 CHF | 111'339 CHF | 99.55% | 99.55% |
05.07.2024 | 0.79% | 3.52 CHF | 3.53 CHF | 50'000 | 50'000 | 30'402 | 30'402 | 100'209 CHF | 100'905 CHF | 95.78% | 95.78% |
04.07.2024 | 0.93% | 3.17 CHF | 3.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'091 CHF | 80'841 CHF | 94.37% | 94.37% |
03.07.2024 | 0.80% | 3.21 CHF | 3.22 CHF | 50'000 | 50'000 | 30'429 | 30'429 | 97'551 CHF | 98'246 CHF | 99.64% | 99.64% |
02.07.2024 | 0.87% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 31'018 | 31'018 | 90'186 CHF | 90'876 CHF | 89.70% | 89.70% |