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 | 0.94% | 3.63 CHF | 3.64 CHF | 20'000 | 10'000 | 20'000 | 5'911 | 71'340 CHF | 21'314 CHF | 88.19% | 88.19% |
12.07.2024 | 1.03% | 3.53 CHF | 3.54 CHF | 20'000 | 10'000 | 20'000 | 5'823 | 66'112 CHF | 19'569 CHF | 98.33% | 98.33% |
11.07.2024 | 1.02% | 3.46 CHF | 3.47 CHF | 20'000 | 10'000 | 20'000 | 5'806 | 67'629 CHF | 19'896 CHF | 99.09% | 99.09% |
10.07.2024 | 1.00% | 2.86 CHF | 2.87 CHF | 20'000 | 10'000 | 20'000 | 5'806 | 66'588 CHF | 19'083 CHF | 99.53% | 99.53% |
09.07.2024 | 0.88% | 3.39 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 76'140 CHF | 21'869 CHF | 99.59% | 99.59% |
08.07.2024 | 0.43% | 4.04 CHF | 4.05 CHF | 20'000 | 10'000 | 20'000 | 5'847 | 84'866 CHF | 24'754 CHF | 94.64% | 94.64% |
05.07.2024 | 0.44% | 4.55 CHF | 4.56 CHF | 20'000 | 10'000 | 20'000 | 5'824 | 85'359 CHF | 25'237 CHF | 98.26% | 98.26% |
04.07.2024 | 0.46% | 4.14 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 82'495 CHF | 24'072 CHF | 99.16% | 99.16% |
03.07.2024 | 0.49% | 4.17 CHF | 4.18 CHF | 20'000 | 10'000 | 20'000 | 5'813 | 77'057 CHF | 22'756 CHF | 99.56% | 99.56% |
02.07.2024 | 0.51% | 3.71 CHF | 3.72 CHF | 20'000 | 10'000 | 20'000 | 5'817 | 73'092 CHF | 21'385 CHF | 98.59% | 98.59% |