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 | 0.69% | 4.89 CHF | 4.90 CHF | 20'000 | 10'000 | 20'000 | 5'908 | 96'676 CHF | 28'787 CHF | 88.32% | 88.32% |
12.07.2024 | 0.75% | 4.80 CHF | 4.81 CHF | 20'000 | 10'000 | 20'000 | 5'819 | 91'444 CHF | 26'921 CHF | 98.70% | 98.70% |
11.07.2024 | 0.73% | 4.72 CHF | 4.73 CHF | 20'000 | 10'000 | 20'000 | 5'802 | 92'983 CHF | 27'231 CHF | 99.10% | 99.10% |
10.07.2024 | 0.73% | 4.13 CHF | 4.14 CHF | 20'000 | 10'000 | 20'000 | 5'804 | 91'982 CHF | 26'447 CHF | 99.63% | 99.63% |
09.07.2024 | 0.66% | 4.66 CHF | 4.67 CHF | 20'000 | 10'000 | 12'110 | 5'804 | 60'733 CHF | 29'232 CHF | 99.62% | 99.62% |
08.07.2024 | 0.34% | 5.31 CHF | 5.32 CHF | 10'000 | 10'000 | 10'000 | 5'847 | 55'094 CHF | 32'157 CHF | 94.61% | 94.61% |
05.07.2024 | 0.34% | 5.82 CHF | 5.83 CHF | 10'000 | 10'000 | 10'000 | 5'823 | 55'364 CHF | 32'621 CHF | 98.31% | 98.31% |
04.07.2024 | 0.35% | 5.41 CHF | 5.42 CHF | 10'000 | 10'000 | 10'000 | 5'814 | 53'958 CHF | 31'462 CHF | 99.13% | 99.13% |
03.07.2024 | 0.37% | 5.44 CHF | 5.45 CHF | 10'000 | 10'000 | 10'000 | 5'812 | 51'282 CHF | 30'159 CHF | 99.60% | 99.60% |
02.07.2024 | 0.38% | 4.99 CHF | 5.00 CHF | 20'000 | 10'000 | 19'656 | 5'810 | 96'827 CHF | 28'765 CHF | 98.95% | 98.95% |