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 | 5.86% | 0.77 CHF | 0.78 CHF | 40'000 | 40'000 | 14'688 | 14'688 | 12'173 CHF | 12'505 CHF | 99.57% | 99.57% |
12.07.2024 | 3.82% | 1.05 CHF | 1.06 CHF | 40'000 | 40'000 | 18'179 | 18'179 | 17'624 CHF | 18'106 CHF | 100.00% | 100.00% |
11.07.2024 | 3.87% | 0.92 CHF | 0.93 CHF | 40'000 | 40'000 | 23'685 | 23'685 | 19'565 CHF | 20'211 CHF | 99.71% | 99.71% |
10.07.2024 | 4.10% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 26'057 | 26'057 | 19'448 CHF | 20'124 CHF | 99.95% | 99.95% |
09.07.2024 | 4.10% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 26'068 | 26'068 | 19'461 CHF | 20'137 CHF | 99.64% | 99.64% |
08.07.2024 | 3.98% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 26'058 | 26'058 | 19'856 CHF | 20'531 CHF | 99.99% | 99.99% |
05.07.2024 | 4.12% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 26'160 | 26'160 | 19'500 CHF | 20'178 CHF | 99.64% | 99.64% |
04.07.2024 | 9.36% | 0.74 CHF | 0.77 CHF | 20'000 | 20'000 | 8'052 | 8'052 | 5'941 CHF | 6'294 CHF | 98.94% | 98.94% |
03.07.2024 | 4.61% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 24'771 | 24'771 | 16'852 CHF | 17'470 CHF | 98.44% | 98.44% |
02.07.2024 | 4.90% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 26'091 | 26'091 | 16'215 CHF | 16'892 CHF | 100.00% | 100.00% |