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 | 3.78% | 1.40 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 13'214 | 53'923 CHF | 18'587 CHF | 99.33% | 99.33% |
12.07.2024 | 3.74% | 1.52 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 11'873 | 62'463 CHF | 19'099 CHF | 99.63% | 99.63% |
11.07.2024 | 3.61% | 1.73 CHF | 1.76 CHF | 30'000 | 20'000 | 37'750 | 12'234 | 60'761 CHF | 20'635 CHF | 92.56% | 92.56% |
10.07.2024 | 3.17% | 1.73 CHF | 1.76 CHF | 30'000 | 25'000 | 35'045 | 13'989 | 57'398 CHF | 23'984 CHF | 80.03% | 80.03% |
09.07.2024 | 3.49% | 1.56 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 13'204 | 56'866 CHF | 19'618 CHF | 99.61% | 99.61% |
08.07.2024 | 3.49% | 1.33 CHF | 1.36 CHF | 40'000 | 25'000 | 48'339 | 13'205 | 59'897 CHF | 17'018 CHF | 99.62% | 99.62% |
05.07.2024 | 3.55% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 40'000 | 13'263 | 51'133 CHF | 17'564 CHF | 98.32% | 98.32% |
04.07.2024 | 3.44% | 1.29 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 13'636 | 51'994 CHF | 18'290 CHF | 88.23% | 88.23% |
03.07.2024 | 3.49% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 13'220 | 53'421 CHF | 18'171 CHF | 99.62% | 99.62% |
02.07.2024 | 3.50% | 1.57 CHF | 1.60 CHF | 40'000 | 20'000 | 32'150 | 11'871 | 54'043 CHF | 20'500 CHF | 99.63% | 99.63% |