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 | 3.36% | 0.84 CHF | 0.87 CHF | 60'000 | 25'000 | 60'076 | 25'000 | 50'920 CHF | 21'915 CHF | 94.81% | 94.81% |
12.07.2024 | 2.97% | 0.85 CHF | 0.88 CHF | 60'000 | 25'000 | 60'168 | 25'000 | 50'968 CHF | 21'817 CHF | 99.01% | 99.01% |
11.07.2024 | 3.36% | 0.84 CHF | 0.87 CHF | 60'000 | 25'000 | 69'929 | 25'000 | 56'536 CHF | 20'904 CHF | 99.09% | 99.09% |
10.07.2024 | 3.56% | 0.79 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'371 CHF | 20'492 CHF | 100.00% | 100.00% |
09.07.2024 | 3.15% | 0.79 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'263 CHF | 20'368 CHF | 100.00% | 100.00% |
08.07.2024 | 3.47% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'285 CHF | 20'441 CHF | 100.00% | 100.00% |
05.07.2024 | 3.19% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'727 CHF | 20'178 CHF | 98.87% | 98.87% |
04.07.2024 | 3.34% | 0.78 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'093 CHF | 19'976 CHF | 100.00% | 100.00% |
03.07.2024 | 3.72% | 0.74 CHF | 0.77 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'501 CHF | 19'461 CHF | 99.73% | 99.73% |
02.07.2024 | 3.82% | 0.73 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'116 CHF | 19'337 CHF | 100.00% | 100.00% |