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 | 4.81% | 0.70 CHF | 0.73 CHF | 78'482 | 25'000 | 72'211 | 25'000 | 53'525 CHF | 19'483 CHF | 65.87% | 65.87% |
12.07.2024 | 3.90% | 0.72 CHF | 0.75 CHF | 78'228 | 25'000 | 79'347 | 25'000 | 54'248 CHF | 17'775 CHF | 98.24% | 98.24% |
11.07.2024 | 3.79% | 0.72 CHF | 0.75 CHF | 78'327 | 25'000 | 79'128 | 25'000 | 55'190 CHF | 18'112 CHF | 96.22% | 96.22% |
10.07.2024 | 4.17% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'003 CHF | 17'268 CHF | 100.00% | 100.00% |
09.07.2024 | 3.78% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 79'986 | 25'000 | 55'026 CHF | 17'860 CHF | 100.00% | 100.00% |
08.07.2024 | 3.78% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 75'142 | 25'000 | 53'659 CHF | 18'574 CHF | 99.55% | 99.55% |
05.07.2024 | 3.99% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'870 CHF | 19'652 CHF | 99.62% | 99.62% |
04.07.2024 | 4.55% | 0.79 CHF | 0.83 CHF | 70'000 | 25'000 | 66'705 | 25'000 | 55'098 CHF | 21'676 CHF | 100.00% | 100.00% |
03.07.2024 | 3.89% | 0.85 CHF | 0.89 CHF | 60'000 | 25'000 | 67'791 | 25'000 | 53'987 CHF | 20'783 CHF | 96.53% | 96.53% |
02.07.2024 | 4.44% | 0.61 CHF | 0.63 CHF | 88'030 | 25'000 | 88'774 | 25'000 | 53'099 CHF | 15'638 CHF | 100.00% | 100.00% |