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 | 3.04% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 90'000 | 20'014 | 54'490 CHF | 12'463 CHF | 99.32% | 99.32% |
12.07.2024 | 3.14% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 90'000 | 20'014 | 52'830 CHF | 12'125 CHF | 99.65% | 99.65% |
11.07.2024 | 3.24% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 95'359 | 20'017 | 53'895 CHF | 11'717 CHF | 90.74% | 90.74% |
10.07.2024 | 3.76% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 107'847 | 20'014 | 53'041 CHF | 10'255 CHF | 99.59% | 99.59% |
09.07.2024 | 3.69% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 103'432 | 20'015 | 51'209 CHF | 10'244 CHF | 99.63% | 99.63% |
08.07.2024 | 3.52% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'000 | 20'014 | 51'568 CHF | 10'670 CHF | 99.65% | 99.65% |
05.07.2024 | 3.69% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 107'668 | 20'029 | 53'197 CHF | 10'253 CHF | 98.32% | 98.32% |
04.07.2024 | 3.67% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 105'666 | 20'021 | 52'773 CHF | 10'369 CHF | 100.00% | 100.00% |
03.07.2024 | 3.64% | 0.49 CHF | 0.50 CHF | 110'000 | 25'000 | 102'239 | 20'029 | 51'435 CHF | 10'448 CHF | 99.64% | 99.64% |
02.07.2024 | 3.47% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'000 | 20'004 | 52'925 CHF | 10'933 CHF | 99.51% | 99.51% |