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 | 3.69% | 1.29 CHF | 1.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'902 CHF | 24'799 CHF | 97.10% | 97.10% |
12.07.2024 | 3.54% | 1.22 CHF | 1.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 23'567 CHF | 24'416 CHF | 99.01% | 99.01% |
11.07.2024 | 4.30% | 1.10 CHF | 1.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 12'908 CHF | 13'472 CHF | 99.07% | 99.07% |
10.07.2024 | 3.78% | 1.52 CHF | 1.58 CHF | 40'000 | 10'000 | 34'904 | 10'000 | 57'998 CHF | 17'320 CHF | 98.61% | 98.61% |
09.07.2024 | 4.72% | 1.72 CHF | 1.79 CHF | 30'000 | 10'000 | 40'598 | 10'000 | 57'859 CHF | 15'035 CHF | 99.29% | 99.29% |
08.07.2024 | 3.78% | 1.86 CHF | 1.93 CHF | 30'000 | 10'000 | 30'020 | 10'000 | 53'729 CHF | 18'588 CHF | 100.00% | 100.00% |
05.07.2024 | 3.98% | 1.80 CHF | 1.87 CHF | 30'000 | 10'000 | 30'006 | 10'000 | 53'943 CHF | 18'706 CHF | 98.85% | 98.85% |
04.07.2024 | 4.00% | 1.86 CHF | 1.94 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 57'771 CHF | 20'041 CHF | 97.21% | 97.21% |
03.07.2024 | 5.29% | 2.03 CHF | 2.13 CHF | 30'000 | 7'500 | 30'369 | 7'500 | 60'247 CHF | 15'714 CHF | 91.04% | 91.04% |
02.07.2024 | 3.12% | 2.94 CHF | 3.04 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 64'487 CHF | 24'946 CHF | 98.66% | 98.66% |