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 | 4.58% | 0.59 CHF | 0.62 CHF | 68'852 | 20'000 | 67'516 | 20'000 | 41'543 CHF | 12'885 CHF | 99.72% | 99.72% |
12.07.2024 | 4.58% | 0.65 CHF | 0.68 CHF | 65'943 | 20'000 | 68'008 | 20'000 | 41'846 CHF | 12'888 CHF | 99.01% | 99.01% |
11.07.2024 | 3.50% | 0.61 CHF | 0.64 CHF | 67'998 | 20'000 | 70'343 | 20'000 | 40'608 CHF | 11'966 CHF | 99.08% | 99.08% |
10.07.2024 | 3.04% | 0.55 CHF | 0.57 CHF | 72'580 | 20'000 | 72'236 | 20'000 | 39'807 CHF | 11'362 CHF | 100.00% | 100.00% |
09.07.2024 | 3.32% | 0.53 CHF | 0.54 CHF | 73'992 | 20'000 | 73'900 | 20'000 | 39'234 CHF | 10'978 CHF | 100.00% | 100.00% |
08.07.2024 | 3.60% | 0.52 CHF | 0.54 CHF | 74'511 | 20'000 | 75'950 | 20'000 | 38'312 CHF | 10'463 CHF | 100.00% | 100.00% |
05.07.2024 | 3.26% | 0.47 CHF | 0.49 CHF | 78'997 | 20'000 | 75'847 | 20'000 | 38'949 CHF | 10'620 CHF | 98.98% | 98.98% |
04.07.2024 | 3.34% | 0.50 CHF | 0.52 CHF | 76'920 | 20'000 | 78'127 | 20'000 | 38'472 CHF | 10'185 CHF | 100.00% | 100.00% |
03.07.2024 | 3.46% | 0.47 CHF | 0.48 CHF | 80'662 | 20'000 | 80'557 | 20'000 | 37'928 CHF | 9'749 CHF | 98.25% | 98.25% |
02.07.2024 | 3.66% | 0.50 CHF | 0.51 CHF | 79'390 | 20'000 | 82'026 | 20'000 | 38'266 CHF | 9'683 CHF | 99.90% | 99.90% |