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 | 4.48% | 0.53 CHF | 0.56 CHF | 85'206 | 25'000 | 83'070 | 25'000 | 46'817 CHF | 14'742 CHF | 98.73% | 98.73% |
12.07.2024 | 4.94% | 0.55 CHF | 0.58 CHF | 84'728 | 25'000 | 87'864 | 25'000 | 45'686 CHF | 13'667 CHF | 99.38% | 99.38% |
11.07.2024 | 4.61% | 0.56 CHF | 0.58 CHF | 84'143 | 25'000 | 86'705 | 25'000 | 46'416 CHF | 14'017 CHF | 99.15% | 99.15% |
10.07.2024 | 5.53% | 0.50 CHF | 0.53 CHF | 91'035 | 25'000 | 90'179 | 25'000 | 45'173 CHF | 13'236 CHF | 100.00% | 100.00% |
09.07.2024 | 5.49% | 0.49 CHF | 0.51 CHF | 91'735 | 25'000 | 88'388 | 25'000 | 46'353 CHF | 13'853 CHF | 100.00% | 100.00% |
08.07.2024 | 5.00% | 0.53 CHF | 0.55 CHF | 88'553 | 25'000 | 86'266 | 25'000 | 47'594 CHF | 14'511 CHF | 100.00% | 100.00% |
05.07.2024 | 4.92% | 0.58 CHF | 0.61 CHF | 84'372 | 25'000 | 84'288 | 25'000 | 49'659 CHF | 15'474 CHF | 99.62% | 99.62% |
04.07.2024 | 4.35% | 0.62 CHF | 0.65 CHF | 81'928 | 25'000 | 77'844 | 25'000 | 51'641 CHF | 17'366 CHF | 78.46% | 78.46% |
03.07.2024 | 4.42% | 0.68 CHF | 0.71 CHF | 79'401 | 25'000 | 83'040 | 25'000 | 51'717 CHF | 16'318 CHF | 89.39% | 89.39% |
02.07.2024 | 5.63% | 0.46 CHF | 0.48 CHF | 98'518 | 25'000 | 100'009 | 25'000 | 44'909 CHF | 11'879 CHF | 100.00% | 100.00% |