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 | 3.50% | 4.00 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 90'743 CHF | 46'982 CHF | 94.59% | 94.59% |
12.07.2024 | 3.22% | 4.44 CHF | 4.59 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'598 CHF | 47'299 CHF | 98.38% | 98.38% |
11.07.2024 | 3.04% | 4.03 CHF | 4.16 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 85'988 CHF | 44'321 CHF | 98.92% | 98.92% |
10.07.2024 | 3.48% | 3.64 CHF | 3.76 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 65'272 CHF | 33'791 CHF | 100.00% | 100.00% |
09.07.2024 | 3.43% | 3.21 CHF | 3.32 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'277 CHF | 34'811 CHF | 100.00% | 100.00% |
08.07.2024 | 3.35% | 3.25 CHF | 3.36 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 64'154 CHF | 33'169 CHF | 100.00% | 100.00% |
05.07.2024 | 3.62% | 2.99 CHF | 3.11 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 64'551 CHF | 33'465 CHF | 98.69% | 98.69% |
04.07.2024 | 3.23% | 3.33 CHF | 3.43 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 63'884 CHF | 32'988 CHF | 100.00% | 100.00% |
03.07.2024 | 3.67% | 2.88 CHF | 2.99 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 58'634 CHF | 30'413 CHF | 99.73% | 99.73% |
02.07.2024 | 3.97% | 2.94 CHF | 3.06 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 55'969 CHF | 29'118 CHF | 99.97% | 99.97% |