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 | 1.32% | 3.83 CHF | 3.88 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'131 CHF | 38'066 CHF | 97.50% | 97.50% |
12.07.2024 | 1.32% | 3.95 CHF | 4.00 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 75'419 CHF | 38'210 CHF | 84.29% | 84.29% |
11.07.2024 | 1.41% | 3.64 CHF | 3.69 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 70'328 CHF | 35'664 CHF | 99.46% | 99.46% |
10.07.2024 | 1.56% | 3.42 CHF | 3.47 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 63'621 CHF | 32'310 CHF | 99.55% | 99.55% |
09.07.2024 | 1.47% | 3.35 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'374 CHF | 34'187 CHF | 99.51% | 99.51% |
08.07.2024 | 1.42% | 3.49 CHF | 3.54 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'876 CHF | 35'438 CHF | 99.28% | 99.28% |
05.07.2024 | 1.33% | 3.49 CHF | 3.54 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 74'652 CHF | 37'826 CHF | 98.23% | 98.23% |
04.07.2024 | 1.35% | 3.72 CHF | 3.77 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 73'524 CHF | 37'262 CHF | 98.62% | 98.62% |
03.07.2024 | 1.42% | 3.48 CHF | 3.53 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 69'931 CHF | 35'465 CHF | 95.88% | 95.88% |
02.07.2024 | 1.61% | 3.06 CHF | 3.11 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 61'609 CHF | 31'305 CHF | 93.24% | 93.24% |