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 | 4.17% | 0.42 CHF | 0.43 CHF | 76'370 | 20'000 | 74'228 | 20'000 | 32'844 CHF | 9'230 CHF | 99.72% | 99.72% |
12.07.2024 | 4.00% | 0.48 CHF | 0.50 CHF | 71'904 | 20'000 | 74'933 | 20'000 | 33'233 CHF | 9'239 CHF | 99.01% | 99.01% |
11.07.2024 | 4.38% | 0.44 CHF | 0.46 CHF | 74'962 | 20'000 | 78'638 | 20'000 | 32'148 CHF | 8'551 CHF | 99.00% | 99.00% |
10.07.2024 | 4.70% | 0.38 CHF | 0.40 CHF | 81'329 | 20'000 | 81'325 | 20'000 | 31'416 CHF | 8'099 CHF | 100.00% | 100.00% |
09.07.2024 | 4.96% | 0.37 CHF | 0.38 CHF | 84'075 | 20'000 | 83'988 | 20'000 | 31'012 CHF | 7'763 CHF | 100.00% | 100.00% |
08.07.2024 | 5.18% | 0.36 CHF | 0.38 CHF | 84'901 | 20'000 | 87'481 | 20'000 | 30'338 CHF | 7'310 CHF | 100.00% | 100.00% |
05.07.2024 | 4.96% | 0.32 CHF | 0.34 CHF | 92'016 | 20'000 | 86'934 | 20'000 | 30'902 CHF | 7'481 CHF | 98.98% | 98.98% |
04.07.2024 | 5.17% | 0.35 CHF | 0.36 CHF | 88'484 | 20'000 | 90'177 | 20'000 | 30'424 CHF | 7'108 CHF | 100.00% | 100.00% |
03.07.2024 | 5.05% | 0.32 CHF | 0.33 CHF | 94'283 | 20'000 | 93'960 | 20'000 | 30'149 CHF | 6'751 CHF | 98.25% | 98.25% |
02.07.2024 | 5.64% | 0.34 CHF | 0.36 CHF | 92'174 | 20'000 | 95'937 | 20'000 | 30'401 CHF | 6'711 CHF | 99.90% | 99.90% |