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 | 5.37% | 3.11 CHF | 3.27 CHF | 25'000 | 25'000 | 24'944 | 24'944 | 73'545 CHF | 77'574 CHF | 20.52% | 99.29% |
12.07.2024 | 11.68% | 2.75 CHF | 3.10 CHF | 25'000 | 10'000 | 10'000 | 10'000 | 27'606 CHF | 31'029 CHF | 2.49% | 97.09% |
11.07.2024 | - | 2.98 CHF | - CHF | 20'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.86% |
10.07.2024 | 11.10% | 3.74 CHF | 4.87 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'041 CHF | 48'636 CHF | 0.60% | 99.57% |
09.07.2024 | 10.68% | 4.69 CHF | 4.94 CHF | 20'000 | 20'000 | 20'000 | 11'610 | 86'290 CHF | 55'606 CHF | 99.62% | 99.62% |
08.07.2024 | 11.14% | 4.34 CHF | 4.62 CHF | 20'000 | 20'000 | 20'000 | 9'908 | 86'264 CHF | 46'964 CHF | 99.62% | 99.62% |
05.07.2024 | 10.98% | 4.73 CHF | 4.98 CHF | 20'000 | 20'000 | 20'000 | 11'647 | 82'245 CHF | 53'630 CHF | 98.31% | 98.31% |
04.07.2024 | 11.30% | 4.13 CHF | 4.38 CHF | 20'000 | 20'000 | 20'000 | 11'614 | 79'356 CHF | 51'288 CHF | 100.00% | 100.00% |
03.07.2024 | 10.65% | 4.07 CHF | 4.32 CHF | 20'000 | 20'000 | 20'000 | 11'626 | 79'202 CHF | 50'896 CHF | 99.62% | 99.62% |
02.07.2024 | 2.31% | 4.16 CHF | 4.21 CHF | 20'000 | 20'000 | 20'000 | 11'607 | 75'478 CHF | 45'069 CHF | 99.60% | 99.60% |