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 | 3.56% | 0.76 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'661 CHF | 19'860 CHF | 94.82% | 94.82% |
12.07.2024 | 3.28% | 0.77 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'701 CHF | 19'817 CHF | 99.01% | 99.01% |
11.07.2024 | 3.73% | 0.76 CHF | 0.79 CHF | 70'000 | 25'000 | 71'765 | 25'000 | 52'249 CHF | 18'904 CHF | 99.08% | 99.08% |
10.07.2024 | 3.95% | 0.71 CHF | 0.74 CHF | 80'000 | 25'000 | 75'340 | 25'000 | 53'526 CHF | 18'492 CHF | 100.00% | 100.00% |
09.07.2024 | 3.68% | 0.71 CHF | 0.74 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 56'652 CHF | 18'368 CHF | 100.00% | 100.00% |
08.07.2024 | 3.43% | 0.70 CHF | 0.73 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 56'612 CHF | 18'309 CHF | 100.00% | 100.00% |
05.07.2024 | 3.70% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'769 CHF | 18'085 CHF | 98.87% | 98.87% |
04.07.2024 | 3.70% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'125 CHF | 17'875 CHF | 100.00% | 100.00% |
03.07.2024 | 3.44% | 0.66 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'601 CHF | 17'336 CHF | 99.73% | 99.73% |
02.07.2024 | 3.54% | 0.65 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'161 CHF | 17'211 CHF | 100.00% | 100.00% |