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 | 3.66% | 0.67 CHF | 0.70 CHF | 80'000 | 25'000 | 75'149 | 25'000 | 52'461 CHF | 18'138 CHF | 98.73% | 98.73% |
12.07.2024 | 4.32% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'233 | 25'000 | 52'479 CHF | 17'075 CHF | 99.38% | 99.38% |
11.07.2024 | 3.98% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'509 CHF | 17'401 CHF | 99.15% | 99.15% |
10.07.2024 | 4.33% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'156 CHF | 16'694 CHF | 100.00% | 100.00% |
09.07.2024 | 4.05% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 80'055 | 25'000 | 52'799 CHF | 17'171 CHF | 100.00% | 100.00% |
08.07.2024 | 3.95% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 79'798 | 25'000 | 54'530 CHF | 17'774 CHF | 100.00% | 100.00% |
05.07.2024 | 3.58% | 0.71 CHF | 0.74 CHF | 80'000 | 25'000 | 74'163 | 25'000 | 53'229 CHF | 18'611 CHF | 99.62% | 99.62% |
04.07.2024 | 3.25% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 68'488 | 25'000 | 53'351 CHF | 20'160 CHF | 100.00% | 100.00% |
03.07.2024 | 3.51% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'961 | 25'000 | 53'393 CHF | 19'512 CHF | 96.53% | 96.53% |
02.07.2024 | 4.68% | 0.59 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'303 CHF | 15'225 CHF | 100.00% | 100.00% |