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 | 4.38% | 2.01 CHF | 2.06 CHF | 30'000 | 20'000 | 30'000 | 7'488 | 59'548 CHF | 15'381 CHF | 98.83% | 98.83% |
12.07.2024 | 4.76% | 1.93 CHF | 1.98 CHF | 30'000 | 20'000 | 30'000 | 8'187 | 53'885 CHF | 15'643 CHF | 82.63% | 82.63% |
11.07.2024 | 4.93% | 1.82 CHF | 1.87 CHF | 30'000 | 20'000 | 30'000 | 7'484 | 53'008 CHF | 13'866 CHF | 99.07% | 99.07% |
10.07.2024 | 5.28% | 1.73 CHF | 1.78 CHF | 30'000 | 20'000 | 37'828 | 7'476 | 62'329 CHF | 13'151 CHF | 99.55% | 99.55% |
09.07.2024 | 5.54% | 1.56 CHF | 1.61 CHF | 40'000 | 20'000 | 40'000 | 7'473 | 62'456 CHF | 12'207 CHF | 99.61% | 99.61% |
08.07.2024 | 5.65% | 1.53 CHF | 1.58 CHF | 40'000 | 20'000 | 40'000 | 7'473 | 61'335 CHF | 12'051 CHF | 99.61% | 99.61% |
05.07.2024 | 5.15% | 1.70 CHF | 1.75 CHF | 30'000 | 20'000 | 38'590 | 8'786 | 62'205 CHF | 14'999 CHF | 72.29% | 72.29% |
04.07.2024 | 6.30% | 1.56 CHF | 1.66 CHF | 40'000 | 4'000 | 40'000 | 4'000 | 61'533 CHF | 6'553 CHF | 93.15% | 93.15% |
03.07.2024 | 6.22% | 1.57 CHF | 1.62 CHF | 40'000 | 30'000 | 40'000 | 11'153 | 56'139 CHF | 17'051 CHF | 99.31% | 99.31% |
02.07.2024 | 6.63% | 1.29 CHF | 1.34 CHF | 40'000 | 30'000 | 40'000 | 11'148 | 52'074 CHF | 15'416 CHF | 99.27% | 99.27% |