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 | 0.81% | 4.19 CHF | 4.20 CHF | 20'000 | 10'000 | 20'000 | 5'908 | 82'632 CHF | 24'637 CHF | 88.30% | 88.30% |
12.07.2024 | 0.88% | 4.09 CHF | 4.10 CHF | 20'000 | 10'000 | 20'000 | 5'819 | 77'386 CHF | 22'835 CHF | 98.64% | 98.64% |
11.07.2024 | 0.87% | 4.02 CHF | 4.03 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 78'905 CHF | 23'169 CHF | 99.19% | 99.19% |
10.07.2024 | 0.86% | 3.43 CHF | 3.44 CHF | 20'000 | 10'000 | 20'000 | 5'804 | 77'879 CHF | 22'355 CHF | 99.61% | 99.61% |
09.07.2024 | 0.76% | 3.96 CHF | 3.97 CHF | 20'000 | 10'000 | 20'000 | 5'805 | 87'442 CHF | 25'145 CHF | 99.61% | 99.61% |
08.07.2024 | 0.39% | 4.61 CHF | 4.62 CHF | 20'000 | 10'000 | 20'000 | 5'847 | 96'162 CHF | 28'053 CHF | 94.67% | 94.67% |
05.07.2024 | 0.39% | 5.11 CHF | 5.12 CHF | 10'000 | 10'000 | 18'098 | 5'823 | 86'973 CHF | 28'525 CHF | 98.29% | 98.29% |
04.07.2024 | 0.40% | 4.70 CHF | 4.71 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 93'812 CHF | 27'360 CHF | 99.16% | 99.16% |
03.07.2024 | 0.43% | 4.73 CHF | 4.74 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 88'418 CHF | 26'052 CHF | 99.59% | 99.59% |
02.07.2024 | 0.44% | 4.28 CHF | 4.29 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 84'432 CHF | 24'662 CHF | 98.85% | 98.85% |