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 | 0.78% | 4.35 CHF | 4.36 CHF | 20'000 | 10'000 | 20'000 | 5'907 | 85'832 CHF | 25'579 CHF | 87.97% | 87.97% |
12.07.2024 | 0.85% | 4.25 CHF | 4.26 CHF | 20'000 | 10'000 | 20'000 | 5'826 | 80'591 CHF | 23'794 CHF | 98.19% | 98.19% |
11.07.2024 | 0.83% | 4.18 CHF | 4.19 CHF | 20'000 | 10'000 | 20'000 | 5'801 | 82'106 CHF | 24'071 CHF | 98.75% | 98.75% |
10.07.2024 | 0.83% | 3.59 CHF | 3.60 CHF | 20'000 | 10'000 | 20'000 | 5'808 | 81'086 CHF | 23'300 CHF | 99.48% | 99.48% |
09.07.2024 | 0.74% | 4.12 CHF | 4.13 CHF | 20'000 | 10'000 | 20'000 | 5'806 | 90'652 CHF | 26'086 CHF | 99.53% | 99.53% |
08.07.2024 | 0.37% | 4.77 CHF | 4.78 CHF | 20'000 | 10'000 | 13'153 | 5'849 | 65'066 CHF | 29'001 CHF | 94.55% | 94.55% |
05.07.2024 | 0.38% | 5.27 CHF | 5.28 CHF | 10'000 | 10'000 | 17'807 | 5'825 | 88'385 CHF | 29'468 CHF | 98.21% | 98.21% |
04.07.2024 | 0.39% | 4.87 CHF | 4.88 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 97'030 CHF | 28'296 CHF | 99.16% | 99.16% |
03.07.2024 | 0.41% | 4.89 CHF | 4.90 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 91'631 CHF | 26'996 CHF | 99.50% | 99.50% |
02.07.2024 | 0.42% | 4.44 CHF | 4.45 CHF | 20'000 | 10'000 | 20'000 | 5'818 | 87'669 CHF | 25'630 CHF | 98.44% | 98.44% |