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 | 0.79% | 4.17 CHF | 4.18 CHF | 20'000 | 10'000 | 20'000 | 5'913 | 84'143 CHF | 25'011 CHF | 88.08% | 88.08% |
12.07.2024 | 0.75% | 4.28 CHF | 4.29 CHF | 20'000 | 10'000 | 20'000 | 5'826 | 89'703 CHF | 26'170 CHF | 98.17% | 98.17% |
11.07.2024 | 0.76% | 4.35 CHF | 4.36 CHF | 20'000 | 10'000 | 20'000 | 5'812 | 88'506 CHF | 25'787 CHF | 99.02% | 99.02% |
10.07.2024 | 0.77% | 4.99 CHF | 5.00 CHF | 20'000 | 10'000 | 19'481 | 5'808 | 87'262 CHF | 26'725 CHF | 99.48% | 99.48% |
09.07.2024 | 0.86% | 4.46 CHF | 4.47 CHF | 20'000 | 10'000 | 20'000 | 5'807 | 80'424 CHF | 23'944 CHF | 99.53% | 99.53% |
08.07.2024 | 0.52% | 3.82 CHF | 3.83 CHF | 20'000 | 10'000 | 20'000 | 5'849 | 72'033 CHF | 21'336 CHF | 94.59% | 94.59% |
05.07.2024 | 0.51% | 3.33 CHF | 3.34 CHF | 20'000 | 10'000 | 20'000 | 5'828 | 72'150 CHF | 20'848 CHF | 98.11% | 98.11% |
04.07.2024 | 0.50% | 3.76 CHF | 3.77 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 75'435 CHF | 22'035 CHF | 99.16% | 99.16% |
03.07.2024 | 0.45% | 3.74 CHF | 3.75 CHF | 20'000 | 10'000 | 20'000 | 5'814 | 81'230 CHF | 23'437 CHF | 99.49% | 99.49% |
02.07.2024 | 0.44% | 4.22 CHF | 4.23 CHF | 20'000 | 10'000 | 20'000 | 5'818 | 85'507 CHF | 24'952 CHF | 98.46% | 98.46% |