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 | 5.43% | 1.61 CHF | 1.66 CHF | 40'000 | 30'000 | 39'943 | 11'245 | 63'781 CHF | 18'956 CHF | 98.88% | 98.88% |
12.07.2024 | 4.73% | 1.69 CHF | 1.74 CHF | 30'000 | 20'000 | 30'000 | 8'186 | 53'543 CHF | 14'944 CHF | 82.61% | 82.61% |
11.07.2024 | 4.76% | 1.80 CHF | 1.85 CHF | 30'000 | 20'000 | 30'005 | 7'488 | 54'815 CHF | 14'182 CHF | 99.10% | 99.10% |
10.07.2024 | 4.40% | 1.92 CHF | 1.97 CHF | 30'000 | 20'000 | 30'000 | 7'474 | 59'160 CHF | 15'095 CHF | 99.52% | 99.52% |
09.07.2024 | 4.18% | 2.14 CHF | 2.19 CHF | 30'000 | 20'000 | 30'000 | 7'472 | 62'692 CHF | 16'289 CHF | 99.59% | 99.59% |
08.07.2024 | 4.13% | 2.17 CHF | 2.22 CHF | 30'000 | 20'000 | 30'000 | 7'472 | 63'473 CHF | 16'421 CHF | 99.58% | 99.58% |
05.07.2024 | 8.19% | 1.93 CHF | 2.03 CHF | 30'000 | 20'000 | 30'000 | 8'785 | 59'523 CHF | 18'545 CHF | 72.26% | 72.26% |
04.07.2024 | 9.21% | 2.04 CHF | 2.24 CHF | 30'000 | 4'000 | 30'000 | 4'000 | 62'171 CHF | 9'090 CHF | 94.75% | 94.75% |
03.07.2024 | 7.22% | 2.12 CHF | 2.22 CHF | 30'000 | 10'000 | 30'000 | 3'717 | 70'904 CHF | 9'038 CHF | 99.28% | 99.28% |
02.07.2024 | 6.73% | 2.66 CHF | 2.76 CHF | 20'000 | 10'000 | 20'000 | 3'719 | 51'289 CHF | 10'128 CHF | 99.31% | 99.31% |