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 | 1.08% | 3.15 CHF | 3.16 CHF | 20'000 | 10'000 | 20'000 | 5'908 | 61'853 CHF | 18'500 CHF | 88.31% | 88.31% |
12.07.2024 | 1.21% | 3.06 CHF | 3.07 CHF | 20'000 | 10'000 | 20'000 | 5'819 | 56'603 CHF | 16'787 CHF | 98.68% | 98.68% |
11.07.2024 | 1.18% | 2.98 CHF | 2.99 CHF | 20'000 | 10'000 | 20'000 | 5'801 | 58'099 CHF | 17'118 CHF | 99.07% | 99.07% |
10.07.2024 | 1.17% | 2.39 CHF | 2.40 CHF | 30'000 | 10'000 | 21'451 | 5'804 | 60'535 CHF | 16'305 CHF | 99.63% | 99.63% |
09.07.2024 | 1.00% | 2.92 CHF | 2.93 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 66'600 CHF | 19'098 CHF | 99.61% | 99.61% |
08.07.2024 | 0.50% | 3.57 CHF | 3.58 CHF | 20'000 | 10'000 | 20'000 | 5'847 | 75'375 CHF | 21'979 CHF | 94.59% | 94.59% |
05.07.2024 | 0.50% | 4.07 CHF | 4.08 CHF | 20'000 | 10'000 | 20'000 | 5'824 | 75'841 CHF | 22'466 CHF | 98.27% | 98.27% |
04.07.2024 | 0.51% | 3.66 CHF | 3.67 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 72'944 CHF | 21'296 CHF | 99.16% | 99.16% |
03.07.2024 | 0.56% | 3.69 CHF | 3.70 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 67'477 CHF | 19'971 CHF | 99.59% | 99.59% |
02.07.2024 | 0.59% | 3.23 CHF | 3.24 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 63'507 CHF | 18'583 CHF | 98.94% | 98.94% |