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 | 5.79% | 0.86 CHF | 0.87 CHF | 40'000 | 40'000 | 14'745 | 14'745 | 13'828 CHF | 14'217 CHF | 97.29% | 97.29% |
12.07.2024 | 4.07% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 18'156 | 18'156 | 20'047 CHF | 20'626 CHF | 99.74% | 99.74% |
11.07.2024 | 4.09% | 1.04 CHF | 1.05 CHF | 40'000 | 40'000 | 18'375 | 18'375 | 17'553 CHF | 18'055 CHF | 99.35% | 99.35% |
10.07.2024 | 4.22% | 0.85 CHF | 0.86 CHF | 40'000 | 40'000 | 18'670 | 18'670 | 15'814 CHF | 16'310 CHF | 99.73% | 99.73% |
09.07.2024 | 4.23% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 18'644 | 18'644 | 15'725 CHF | 16'220 CHF | 99.62% | 99.62% |
08.07.2024 | 4.13% | 0.83 CHF | 0.84 CHF | 40'000 | 40'000 | 18'652 | 18'652 | 15'998 CHF | 16'494 CHF | 99.81% | 99.81% |
05.07.2024 | 4.29% | 0.84 CHF | 0.85 CHF | 40'000 | 40'000 | 18'694 | 18'694 | 15'711 CHF | 16'208 CHF | 99.31% | 99.31% |
04.07.2024 | 8.97% | 0.84 CHF | 0.87 CHF | 20'000 | 20'000 | 6'352 | 6'352 | 5'294 CHF | 5'574 CHF | 98.20% | 98.20% |
03.07.2024 | 4.83% | 0.81 CHF | 0.82 CHF | 40'000 | 40'000 | 18'072 | 18'072 | 13'811 CHF | 14'271 CHF | 98.27% | 98.27% |
02.07.2024 | 5.17% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 18'644 | 18'644 | 12'800 CHF | 13'296 CHF | 100.00% | 100.00% |