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 | 3.09% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 54'587 | 54'587 | 17'863 CHF | 18'411 CHF | 99.99% | 99.99% |
12.07.2024 | 3.63% | 0.31 CHF | 0.32 CHF | 100'000 | 100'000 | 55'383 | 55'383 | 15'768 CHF | 16'325 CHF | 99.94% | 99.94% |
11.07.2024 | 3.72% | 0.28 CHF | 0.30 CHF | 100'000 | 100'000 | 54'186 | 54'186 | 15'066 CHF | 15'615 CHF | 99.43% | 99.43% |
10.07.2024 | 4.06% | 0.27 CHF | 0.28 CHF | 110'000 | 110'000 | 63'466 | 63'466 | 15'985 CHF | 16'622 CHF | 99.84% | 99.84% |
09.07.2024 | 4.45% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 64'360 | 64'360 | 14'628 CHF | 15'275 CHF | 99.66% | 99.66% |
08.07.2024 | 4.51% | 0.22 CHF | 0.23 CHF | 110'000 | 110'000 | 64'227 | 64'227 | 14'476 CHF | 15'123 CHF | 100.00% | 100.00% |
05.07.2024 | 4.12% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 64'527 | 64'527 | 15'885 CHF | 16'533 CHF | 99.53% | 99.53% |
04.07.2024 | 4.29% | 0.23 CHF | 0.24 CHF | 60'000 | 60'000 | 54'626 | 54'626 | 12'480 CHF | 13'027 CHF | 98.94% | 98.94% |
03.07.2024 | 5.23% | 0.23 CHF | 0.24 CHF | 110'000 | 110'000 | 63'091 | 63'091 | 12'495 CHF | 13'128 CHF | 98.22% | 98.22% |
02.07.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 110'000 | 110'000 | 64'056 | 64'056 | 11'178 CHF | 11'822 CHF | 100.00% | 100.00% |