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 | 3.54% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 34'883 | 34'883 | 10'006 CHF | 10'356 CHF | 100.00% | 100.00% |
12.07.2024 | 4.39% | 0.26 CHF | 0.27 CHF | 80'000 | 80'000 | 35'544 | 35'544 | 8'359 CHF | 8'716 CHF | 99.99% | 99.99% |
11.07.2024 | 4.56% | 0.23 CHF | 0.24 CHF | 80'000 | 80'000 | 37'279 | 37'279 | 8'267 CHF | 8'641 CHF | 99.99% | 99.99% |
10.07.2024 | 4.89% | 0.20 CHF | 0.21 CHF | 80'000 | 80'000 | 37'325 | 37'325 | 7'534 CHF | 7'909 CHF | 99.90% | 99.90% |
09.07.2024 | 4.52% | 0.20 CHF | 0.21 CHF | 80'000 | 80'000 | 37'219 | 37'219 | 8'168 CHF | 8'543 CHF | 100.00% | 100.00% |
08.07.2024 | 5.02% | 0.21 CHF | 0.22 CHF | 80'000 | 80'000 | 37'262 | 37'262 | 7'696 CHF | 8'070 CHF | 100.00% | 100.00% |
05.07.2024 | 5.16% | 0.19 CHF | 0.20 CHF | 80'000 | 80'000 | 37'315 | 37'315 | 7'150 CHF | 7'524 CHF | 99.90% | 99.90% |
04.07.2024 | 4.96% | 0.20 CHF | 0.21 CHF | 40'000 | 40'000 | 29'366 | 29'366 | 5'777 CHF | 6'071 CHF | 100.00% | 100.00% |
03.07.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 80'000 | 80'000 | 34'883 | 34'883 | 7'569 CHF | 7'919 CHF | 100.00% | 100.00% |
02.07.2024 | 5.19% | 0.21 CHF | 0.22 CHF | 80'000 | 80'000 | 37'283 | 37'283 | 7'357 CHF | 7'732 CHF | 100.00% | 100.00% |